Numerical approximation of singular forward-backward SDEs (Q2168288)
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scientific article; zbMATH DE number 7578891
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical approximation of singular forward-backward SDEs |
scientific article; zbMATH DE number 7578891 |
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Numerical approximation of singular forward-backward SDEs (English)
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31 August 2022
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singular FBSDEs
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splitting scheme
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non-linear regression
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