Pages that link to "Item:Q358147"

The following pages link to BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147):

Displaying 28 items.

• Numerical simulation of quadratic BSDEs (Q259576) (← links)
• Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658) (← links)
• Existence, minimality and approximation of solutions to BSDEs with convex drivers (Q424485) (← links)
• Numerical simulation of BSDEs with drivers of quadratic growth (Q655587) (← links)
• Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth (Q1617135) (← links)
• Backward nonlinear expectation equations (Q1702883) (← links)
• Measures and integrals in conditional set theory (Q1711095) (← links)
• On the robustness of backward stochastic differential equations. (Q1766046) (← links)
• Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911) (← links)
• Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: a simple proof of the existence (Q2242896) (← links)
• An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
• Analytical Approximations of BSDEs with Nonsmooth Driver (Q3195111) (← links)
• Backward stochastic difference equations for dynamic convex risk measures on a binomial tree (Q3449931) (← links)
• Dynamic Conic Finance via Backward Stochastic Difference Equations (Q3456838) (← links)
• (Q4555783) (← links)
• Mean square rate of convergence for random walk approximation of forward-backward SDEs (Q5005033) (← links)
• Solvability of forward–backward stochastic difference equations with finite states (Q5041052) (← links)
• Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems (Q5095532) (← links)
• Stability results for martingale representations: The general case (Q5240180) (← links)
• A PRIMAL–DUAL ALGORITHM FOR BSDES (Q5283406) (← links)
• TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
• The algebra of conditional sets and the concepts of conditional topology and compactness (Q5962573) (← links)
• Reflected backward stochastic difference equations and optimal stopping problems under \(g\)-expectation (Q6137386) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• Reflections on BSDEs (Q6545184) (← links)
• A gradient method for high-dimensional BSDEs (Q6554575) (← links)
• Solvability of one kind of forward-backward stochastic difference equations (Q6579753) (← links)
• Infinite horizon backward stochastic difference equations and related stochastic recursive control problems (Q6622711) (← links)