Solving BSDE with Adaptive Control Variate (Q3078556)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving BSDE with Adaptive Control Variate |
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Solving BSDE with Adaptive Control Variate (English)
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28 February 2011
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backward stochastic differential equations
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adaptive control variate
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semilinear parabolic PDE
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