Pages that link to "Item:Q256815"
From MaRDI portal
The following pages link to A first order semi-discrete algorithm for backward doubly stochastic differential equations (Q256815):
Displaying 11 items.
- Numerical computation for backward doubly SDEs with random terminal time (Q308407) (← links)
- Euler time discretization of backward doubly SDEs and application to semilinear SPDEs (Q338206) (← links)
- A drift homotopy implicit particle filter method for nonlinear filtering problems (Q2129141) (← links)
- An efficient numerical algorithm for solving data driven feedback control problems (Q2219806) (← links)
- Two algorithms for the discrete time approximation of Markovian backward stochastic differential equations under local conditions (Q2515917) (← links)
- Adaptive Meshfree Backward SDE Filter (Q4595780) (← links)
- A Stochastic Gradient Descent Approach for Stochastic Optimal Control (Q4986620) (← links)
- Data informed solution estimation for forward-backward stochastic differential equations (Q4995043) (← links)
- A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems (Q5159762) (← links)
- A deep learning method for solving multi-dimensional coupled forward-backward doubly SDEs (Q6585377) (← links)
- Convergence analysis of kernel learning FBSDE filter (Q6661210) (← links)
