Pages that link to "Item:Q2865649"

The following pages link to Error estimates of the Crank-Nicolson scheme for solving backward stochastic differential equations (Q2865649):

Displaying 16 items.

• A generalized \(\theta\)-scheme for solving backward stochastic differential equations (Q432591) (← links)
• Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337) (← links)
• 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)
• High-order combined multi-step scheme for solving forward backward stochastic differential equations (Q2028543) (← links)
• Gradient boosting-based numerical methods for high-dimensional backward stochastic differential equations (Q2141183) (← links)
• Second-order schemes for solving decoupled forward backward stochastic differential equations (Q2254815) (← links)
• Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs (Q2361013) (← links)
• (Q3626095) (← links)
• A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis (Q5123988) (← links)
• A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs (Q5254475) (← links)
• \(L^p\)-error estimates for numerical schemes for solving certain kinds of mean-field backward stochastic differential equations (Q6103736) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• ODE-Based Multistep Schemes for Backward Stochastic Differential Equations (Q6191796) (← links)
• Richardson extrapolation of the Crank-Nicolson scheme for backward stochastic differential equations (Q6565281) (← links)