Pages that link to "Item:Q1045766"
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The following pages link to Error estimates of the \(\theta\)-scheme for backward stochastic differential equations (Q1045766):
Displaying 40 items.
- A first order semi-discrete algorithm for backward doubly stochastic differential equations (Q256815) (← links)
- Mean-square convergence of numerical approximations for a class of backward stochastic differential equations (Q379046) (← links)
- A generalized \(\theta\)-scheme for solving backward stochastic differential equations (Q432591) (← links)
- Error expansion for the discretization of backward stochastic differential equations (Q886110) (← links)
- Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337) (← links)
- Efficient numerical Fourier methods for coupled forward-backward SDEs (Q898981) (← links)
- On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593) (← links)
- A regression-based numerical scheme for backward stochastic differential equations (Q1695419) (← links)
- Two-sided error estimates for the stochastic theta method (Q1956538) (← links)
- \(L^p\)-error estimates for numerical schemes for solving certain kinds of backward stochastic differential equations (Q1957154) (← links)
- High-order combined multi-step scheme for solving forward backward stochastic differential equations (Q2028543) (← links)
- High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion (Q2090362) (← links)
- Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations (Q2129143) (← links)
- A Feynman-Kac based numerical method for the exit time probability of a class of transport problems (Q2132650) (← links)
- Gradient boosting-based numerical methods for high-dimensional backward stochastic differential equations (Q2141183) (← links)
- Second-order schemes for solving decoupled forward backward stochastic differential equations (Q2254815) (← links)
- A multi-step scheme based on cubic spline for solving backward stochastic differential equations (Q2301282) (← links)
- Explicit deferred correction methods for second-order forward backward stochastic differential equations (Q2316181) (← links)
- Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs (Q2361013) (← links)
- Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes (Q2364743) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
- Error estimates of the Crank-Nicolson scheme for solving backward stochastic differential equations (Q2865649) (← links)
- Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations (Q4605728) (← links)
- Stochastic grid bundling method for backward stochastic differential equations (Q5031712) (← links)
- Sinc-$\theta$ Schemes for Backward Stochastic Differential Equations (Q5093638) (← links)
- A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis (Q5123988) (← links)
- A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations (Q5156963) (← links)
- Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates (Q5157002) (← links)
- Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations (Q5157090) (← links)
- A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs (Q5254475) (← links)
- Convergence of Recent Multistep Schemes for a Forward-Backward Stochastic Differential Equation (Q5372031) (← links)
- Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations (Q5376443) (← links)
- Strong stability preserving multistep schemes for forward backward stochastic differential equations (Q6101598) (← links)
- \(L^p\)-error estimates for numerical schemes for solving certain kinds of mean-field backward stochastic differential equations (Q6103736) (← links)
- Numerical schemes for fully coupled mean-field forward backward stochastic differential equations (Q6107312) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- A generalized finite element θ-scheme for backward stochastic partial differential equations and its error estimates (Q6186533) (← links)
- A deep learning method for solving multi-dimensional coupled forward-backward doubly SDEs (Q6585377) (← links)
- A class of efficient multistep methods for forward backward stochastic differential equations (Q6662420) (← links)
- Discrete-time approximation for backward stochastic differential equations driven by \(G\)-Brownian motion (Q6665576) (← links)
