Pages that link to "Item:Q2342392"
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The following pages link to A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations (Q2342392):
Displaying 22 items.
- Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction (Q670737) (← links)
- Analytical approximations of non-linear SDEs of McKean-Vlasov type (Q1645109) (← links)
- BSDEs with mean reflection (Q1751973) (← links)
- Markov cubature rules for polynomial processes (Q1986009) (← links)
- A higher order weak approximation of McKean-Vlasov type SDEs (Q2132430) (← links)
- Random walk approximation of BSDEs with Hölder continuous terminal condition (Q2278659) (← links)
- Numerical method for FBSDEs of McKean-Vlasov type (Q2415510) (← links)
- Numerical resolution of McKean-Vlasov FBSDEs using neural networks (Q2684929) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
- An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
- Recent advances in various fields of numerical probability (Q2786538) (← links)
- Solving Backward Stochastic Differential Equations Using the Cubature Method: Application to Nonlinear Pricing (Q4902225) (← links)
- Cubature method to solve BSDEs: Error expansion and complexity control (Q4960079) (← links)
- Mean square rate of convergence for random walk approximation of forward-backward SDEs (Q5005033) (← links)
- Short Communication: A Gaussian Kusuoka Approximation without Solving Random ODEs (Q5029930) (← links)
- A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps (Q5086642) (← links)
- Control variate method for deep BSDE solver using weak approximation (Q6054320) (← links)
- Cubature Method for Stochastic Volterra Integral Equations (Q6070668) (← links)
- A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus (Q6106934) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Learning High-Dimensional McKean–Vlasov Forward-Backward Stochastic Differential Equations with General Distribution Dependence (Q6184510) (← links)
- A gradient method for high-dimensional BSDEs (Q6554575) (← links)
