Pages that link to "Item:Q639632"
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The following pages link to Numerical solutions of backward stochastic differential equations: a finite transposition method (Q639632):
Displaying 15 items.
- A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations (Q326804) (← links)
- A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models (Q503350) (← links)
- A convolution method for numerical solution of backward stochastic differential equations (Q518855) (← links)
- A new numerical method for 1-D backward stochastic differential equations without using conditional expectations (Q778246) (← links)
- Discretization of a distributed optimal control problem with a stochastic parabolic equation driven by multiplicative noise (Q831252) (← links)
- Numerical method for backward stochastic differential equations (Q1872402) (← links)
- \(L^2\)-regularity of solutions to linear backward stochastic heat equations, and a numerical application (Q2304327) (← links)
- A Fourier transform method for solving backward stochastic differential equations (Q2671235) (← links)
- Analysis on the stability of numerical schemes for a class of stochastic partial differential systems (Q4641552) (← links)
- Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
- Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation (Q4999547) (← links)
- Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations (Q5012324) (← links)
- Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates (Q5157002) (← links)
- Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation (Q5883143) (← links)
- Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions (Q6204948) (← links)
