Pages that link to "Item:Q5047144"
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The following pages link to A numerical method for solving high-dimensional backward stochastic difference equations using sparse grids (Q5047144):
Displaying 4 items.
- Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes (Q2364743) (← links)
- Convergence of the deep BSDE method for FBSDEs with non-Lipschitz coefficients (Q2671654) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
- A sparse grid wavelet Galerkin method for 3-D static piezoelectric equations (Q6620369) (← links)