Pages that link to "Item:Q1691497"
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The following pages link to Numerical approximation of BSDEs using local polynomial drivers and branching processes (Q1691497):
Displaying 22 items.
- Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658) (← links)
- Nesting Monte Carlo for high-dimensional non-linear PDEs (Q1713854) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations (Q2025321) (← links)
- High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion (Q2090362) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (Q2162115) (← links)
- An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations (Q2181649) (← links)
- Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation (Q2240887) (← links)
- A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus (Q2293285) (← links)
- A branching particle system approximation for a class of FBSDEs (Q2296088) (← links)
- Machine learning for semi linear PDEs (Q2316193) (← links)
- A numerical algorithm for a class of BSDEs via the branching process (Q2434758) (← links)
- A linear numerical scheme for nonlinear BSDEs with uniformly continuous coefficients (Q2570902) (← links)
- Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts (Q2668500) (← links)
- Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view (Q4967878) (← links)
- Numerical approximation of general Lipschitz BSDEs with branching processes (Q4967879) (← links)
- An Explicit Second Order Scheme for Decoupled Anticipated Forward Backward Stochastic Differential Equations (Q4986617) (← links)
- A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations (Q5156963) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations (Q5161194) (← links)
- Numerical schemes for fully coupled mean-field forward backward stochastic differential equations (Q6107312) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of high-dimensional semilinear elliptic partial differential equations (Q6645961) (← links)
