Pages that link to "Item:Q2724975"

The following pages link to A stochastic quantization method for nonlinear problems. (Q2724975):

Displaying 23 items.

• Multi-asset American options and parallel quantization (Q370907) (← links)
• Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
• Optimal quantization methods for nonlinear filtering with discrete-time observations (Q817977) (← links)
• A quantization algorithm for solving multidimensional discrete-time optimal stopping problems (Q1431527) (← links)
• Limit theorems for random normalized distortion (Q1431553) (← links)
• Asymptotics of optimal quantizers for some scalar distributions (Q1860377) (← links)
• Functional quantization of Gaussian processes (Q1865334) (← links)
• Numerical method for backward stochastic differential equations (Q1872402) (← links)
• New approach to greedy vector quantization (Q2073221) (← links)
• Product Markovian quantization of a diffusion process with applications to finance (Q2176359) (← links)
• New weak error bounds and expansions for optimal quantization (Q2297129) (← links)
• Error analysis of the optimal quantization algorithm for obstacle problems. (Q2574574) (← links)
• Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options (Q2917431) (← links)
• The central limit theorem for a nonlinear algorithm based on quantization (Q3043432) (← links)
• Local Distortion and<i>μ</i>-Mass of the Cells of One Dimensional Asymptotically Optimal Quantizers (Q3155314) (← links)
• (Q3800874) (← links)
• First-Order Schemes in the Numerical Quantization Method (Q4409034) (← links)
• Optimal quadratic quantization for numerics: the Gaussian case (Q4432548) (← links)
• Quantization goes polynomial (Q4991080) (← links)
• A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis (Q5123988) (← links)
• Dynamic programming for mean-field type control (Q5890824) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• Recent developments in machine learning methods for stochastic control and games (Q6615618) (← links)