Pages that link to "Item:Q5741183"

The following pages link to Empirical Regression Method for Backward Doubly Stochastic Differential Equations (Q5741183):

Displaying 8 items.

• Numerical computation for backward doubly SDEs with random terminal time (Q308407) (← links)
• Stochastic partial differential equations with singular terminal condition (Q511132) (← links)
• A probabilistic numerical method for fully nonlinear parabolic PDEs (Q640058) (← links)
• Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations (Q882887) (← links)
• An implicit numerical scheme for a class of backward doubly stochastic differential equations (Q2175322) (← links)
• Probabilistic interpretation for solutions of fully nonlinear stochastic pdes (Q2416550) (← links)
• A Nonintrusive Stratified Resampler for Regression Monte Carlo: Application to Solving Nonlinear Equations (Q4600830) (← links)
• L2-regularity result for solutions of backward doubly stochastic differential equations (Q5222191) (← links)