Pages that link to "Item:Q2361013"

The following pages link to Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs (Q2361013):

Displaying 12 items.

• Asymptotic error distributions of the Crank-Nicholson scheme for SDEs driven by fractional Brownian motion (Q895913) (← links)
• Error estimates of the \(\theta\)-scheme for backward stochastic differential equations (Q1045766) (← links)
• \(L^p\)-error estimates for numerical schemes for solving certain kinds of backward stochastic differential equations (Q1957154) (← links)
• Gradient boosting-based numerical methods for high-dimensional backward stochastic differential equations (Q2141183) (← links)
• A regression-based Monte Carlo method to solve two-dimensional forward backward stochastic differential equations (Q2166927) (← links)
• Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes (Q2364743) (← links)
• Error estimates of the Crank-Nicolson scheme for solving backward stochastic differential equations (Q2865649) (← links)
• (Q3626095) (← links)
• Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations (Q4605728) (← links)
• Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates (Q5157002) (← links)
• Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations (Q5157090) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)