Pages that link to "Item:Q6052450"
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The following pages link to Splitting scheme for backward doubly stochastic differential equations (Q6052450):
Displaying 4 items.
- Operator splitting schemes for the two-asset Merton jump-diffusion model (Q2223797) (← links)
- Splitting Methods for SPDEs: From Robustness to Financial Engineering, Optimal Control, and Nonlinear Filtering (Q5350487) (← links)
- A splitting method for nonlinear filtering problems with diffusive and point process observations (Q6646464) (← links)
- Convergence analysis of kernel learning FBSDE filter (Q6661210) (← links)