Stability of regression-based Monte Carlo methods for solving nonlinear PDEs (Q2802033)
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scientific article; zbMATH DE number 6572793
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of regression-based Monte Carlo methods for solving nonlinear PDEs |
scientific article; zbMATH DE number 6572793 |
Statements
22 April 2016
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regression-based Monte Carlo method
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backward stochastic differential equation
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variance reduction
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numerical example
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Stability of regression-based Monte Carlo methods for solving nonlinear PDEs (English)
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