Pages that link to "Item:Q3132629"
From MaRDI portal
The following pages link to Deferred Correction Methods for Forward Backward Stochastic Differential Equations (Q3132629):
Displaying 21 items.
- An efficient alternating direction method of multipliers for optimal control problems constrained by random Helmholtz equations (Q1751062) (← links)
- An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations (Q2181649) (← links)
- Deferred correction methods for ordinary differential equations (Q2189665) (← links)
- An efficient third-order scheme for BSDEs based on nonequidistant difference scheme (Q2200790) (← links)
- Explicit deferred correction methods for second-order forward backward stochastic differential equations (Q2316181) (← links)
- Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes (Q2364743) (← links)
- An Efficient Gradient Projection Method for Stochastic Optimal Control Problems (Q4596726) (← 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)
- A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems (Q5159762) (← links)
- Semi-Implicit Spectral Deferred Correction Method Based on the Invariant Energy Quadratization Approach for Phase Field Problems (Q5161646) (← links)
- Asymptotic Preserving Spectral Deferred Correction Methods for Hyperbolic Systems with Relaxation (Q5161661) (← links)
- Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps (Q5372048) (← links)
- Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations (Q5376443) (← links)
- A high order accurate numerical algorithm for the space-fractional Swift-Hohenberg equation (Q6103698) (← 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)
- A generalized finite element θ-scheme for backward stochastic partial differential equations and its error estimates (Q6186533) (← 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)
- Richardson extrapolation of the Euler scheme for backward stochastic differential equations (Q6662401) (← links)
