Pages that link to "Item:Q1957154"

The following pages link to \(L^p\)-error estimates for numerical schemes for solving certain kinds of backward stochastic differential equations (Q1957154):

Displaying 10 items.

• A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations (Q326804) (← 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)
• Error estimates of the \(\theta\)-scheme for backward stochastic differential equations (Q1045766) (← links)
• \(L^p\)-convergence rate of backward Euler schemes for monotone SDEs (Q2100550) (← links)
• Second-order schemes for solving decoupled forward backward stochastic differential equations (Q2254815) (← links)
• \(L^2\)-regularity of solutions to linear backward stochastic heat equations, and a numerical application (Q2304327) (← links)
• Error estimates of the Crank-Nicolson scheme for solving backward stochastic differential equations (Q2865649) (← links)
• A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs (Q5254475) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)