Pages that link to "Item:Q5418783"
From MaRDI portal
The following pages link to A stochastic approximation for fully nonlinear free boundary parabolic problems (Q5418783):
Displaying 9 items.
- A numerical scheme for a singular control problem: investment-consumption under proportional transaction costs (Q679585) (← links)
- Recombining Tree Approximations for Optimal Stopping for Diffusions (Q4579835) (← links)
- State and free boundary estimations for stochastic two-phase Stefan systems (Q4724528) (← links)
- Quickest Detection with Discretely Controlled Observations (Q4982004) (← links)
- An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians (Q5208749) (← links)
- A Stochastic Representation for Nonlocal Parabolic PDEs with Applications (Q5868931) (← links)
- Discrete‐time approximation for stochastic optimal control problems under the <i>G</i>‐expectation framework (Q6053701) (← links)
- Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures (Q6204777) (← links)
- A monotone scheme for \(\mathrm{G}\)-equations with application to the explicit convergence rate of robust central limit theorem (Q6540466) (← links)
