Pages that link to "Item:Q2346082"

The following pages link to A monotone scheme for high-dimensional fully nonlinear PDEs (Q2346082):

Displaying 23 items.

• Numerical simulations for \(G\)-Brownian motion (Q335585) (← links)
• Weak approximation of second-order BSDEs (Q748313) (← links)
• On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593) (← links)
• A worst-case risk measure by G-VaR (Q2025187) (← links)
• An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2029145) (← links)
• Donsker-type theorem for BSDEs: rate of convergence (Q2040042) (← links)
• Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions (Q2165859) (← links)
• Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
• A modified MSA for stochastic control problems (Q2234329) (← links)
• Explicit deferred correction methods for second-order forward backward stochastic differential equations (Q2316181) (← links)
• On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
• Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
• On the convergence of monotone schemes for path-dependent PDEs (Q2359701) (← links)
• Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes (Q2364743) (← links)
• A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders (Q2690084) (← links)
• Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) (← links)
• High Order Numerical Schemes for Second-Order FBSDEs with Applications to Stochastic Optimal Control (Q5158726) (← links)
• Numerical Solution of the Incompressible Navier-Stokes Equation by a Deep Branching Algorithm (Q6049610) (← links)
• Discrete‐time approximation for stochastic optimal control problems under the <i>G</i>‐expectation framework (Q6053701) (← links)
• Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems (Q6143826) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• A deep branching solver for fully nonlinear partial differential equations (Q6196609) (← links)
• Discrete-time approximation for backward stochastic differential equations driven by \(G\)-Brownian motion (Q6665576) (← links)