Pages that link to "Item:Q2833537"
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The following pages link to Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs (Q2833537):
Displaying 25 items.
- Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (Q516010) (← links)
- Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
- Multistep schemes for solving backward stochastic differential equations on GPU (Q2138198) (← links)
- Numerical approximation of singular forward-backward SDEs (Q2168288) (← links)
- Product Markovian quantization of a diffusion process with applications to finance (Q2176359) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- ``Regression anytime'' with brute-force SVD truncation (Q2240846) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
- On stochastic optimal control in ferromagnetism (Q2423381) (← 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)
- A Nonintrusive Stratified Resampler for Regression Monte Carlo: Application to Solving Nonlinear Equations (Q4600830) (← links)
- Deep Splitting Method for Parabolic PDEs (Q4958922) (← links)
- Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements (Q4967860) (← links)
- Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) (← links)
- Stochastic grid bundling method for backward stochastic differential equations (Q5031712) (← links)
- A Multistep Scheme to Solve Backward Stochastic Differential Equations for Option Pricing on GPUs (Q5119105) (← links)
- Iterative Improvement of Lower and Upper Bounds for Backward SDEs (Q5738163) (← links)
- Convergence of a Robust Deep FBSDE Method for Stochastic Control (Q5886857) (← links)
- A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations (Q5889064) (← links)
- Splitting scheme for backward doubly stochastic differential equations (Q6052450) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)
- Primal-Dual Regression Approach for Markov Decision Processes with General State and Action Spaces (Q6198082) (← links)
- Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations (Q6201366) (← links)
