Pages that link to "Item:Q2208280"

The following pages link to Approximation of backward stochastic partial differential equations by a splitting-up method (Q2208280):

Displaying 12 items.

• A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations (Q326804) (← links)
• Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases (Q492172) (← links)
• On the splitting-up method for rough (partial) differential equations (Q543921) (← links)
• Discretization of a distributed optimal control problem with a stochastic parabolic equation driven by multiplicative noise (Q831252) (← links)
• On the splitting-up method and stochastic partial differential equations (Q1394518) (← links)
• Divergence of the backward Euler method for ordinary stochastic differential equations (Q2009062) (← links)
• On the wavelet-based SWIFT method for backward stochastic differential equations (Q4555963) (← links)
• A High-Order Numerical Method for BSPDEs with Applications to Mathematical Finance (Q5065083) (← links)
• Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates (Q5157002) (← links)
• Numerical approximations of coupled forward–backward SPDEs (Q5880399) (← links)
• Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation (Q5883143) (← links)
• A generalized finite element θ-scheme for backward stochastic partial differential equations and its error estimates (Q6186533) (← links)