Pages that link to "Item:Q2839115"
From MaRDI portal
The following pages link to Numerical algorithms for backward stochastic differential equations with 1-d Brownian motion: convergence and simulations (Q2839115):
Displaying 20 items.
- Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles (Q281870) (← links)
- A convolution method for numerical solution of backward stochastic differential equations (Q518855) (← links)
- Numerical solutions of backward stochastic differential equations: a finite transposition method (Q639632) (← links)
- Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers (Q654139) (← links)
- Malliavin calculus for backward stochastic differential equations and application to numerical solutions (Q657705) (← 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)
- Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles (Q898999) (← links)
- Probabilistic representations and numerical algorithms for classical and viscosity solutions of the Cauchy problem for quasilinear parabolic systems (Q1683201) (← links)
- A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information (Q1716549) (← links)
- Numerical method for backward stochastic differential equations (Q1872402) (← links)
- Donsker-type theorem for BSDEs: rate of convergence (Q2040042) (← links)
- Backward-forward linear-quadratic mean-field Stackelberg games (Q2136674) (← links)
- Linear quadratic control of backward stochastic differential equation with partial information (Q2242806) (← links)
- Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: a simple proof of the existence (Q2242896) (← links)
- Random walk approximation of BSDEs with Hölder continuous terminal condition (Q2278659) (← links)
- Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control (Q2287586) (← links)
- Mean square rate of convergence for random walk approximation of forward-backward SDEs (Q5005033) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Deep Curve-Dependent PDEs for Affine Rough Volatility (Q6159075) (← links)
