Pages that link to "Item:Q5469036"
From MaRDI portal
The following pages link to Splitting methods for Hamilton‐Jacobi equations (Q5469036):
Displaying 8 items.
- A splitting algorithm for Hamilton-Jacobi-Bellman equations (Q1339327) (← links)
- A multidimensional exponential utility indifference pricing model with applications to counterparty risk (Q2796752) (← links)
- (Q3307810) (← links)
- Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations (Q3592681) (← links)
- An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians (Q5208749) (← links)
- Viscous Equations Treated with $$\mathcal{L}$$ -Splines and Steklov-Poincaré Operator in Two Dimensions (Q5282883) (← links)
- NUMERICAL SOLUTIONS FOR THE CHERIDITO-SONER-TOUZI SUPER-REPLICATION MODEL UNDER GAMMA CONSTRAINTS (Q5483445) (← links)
- Splitting methods for non-autonomous Hamiltonian equations (Q5943986) (← links)