Spatial convergence for semi-linear backward stochastic differential equations in Hilbert space: a mild approach
From MaRDI portal
Publication:2176249
DOI10.1007/S40314-020-1121-0zbMath1449.60105OpenAlexW3008291592MaRDI QIDQ2176249
Publication date: 4 May 2020
Published in: Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40314-020-1121-0
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
Cites Work
- Unnamed Item
- A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations
- Strong and weak approximation of semilinear stochastic evolution equations
- Adapted solution of a backward stochastic differential equation
- Error expansion for the discretization of backward stochastic differential equations
- Stochastic maximum principle for distributed parameter systems
- Solving forward-backward stochastic differential equations explicitly -- a four step scheme
- A numerical scheme for BSDEs
- A concise course on stochastic partial differential equations
- Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
- A forward-backward stochastic algorithm for quasi-linear PDEs
- Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions
- The Forward-Backward Stochastic Heat Equation: Numerical Analysis and Simulation
- Maximum principle for semilinear stochastic evolution control systems
- Adapted solution of a backward semilinear stochastic evolution equation
- [https://portal.mardi4nfdi.de/wiki/Publication:4170005 Calcul stochastique d�pendant d'un param�tre]
This page was built for publication: Spatial convergence for semi-linear backward stochastic differential equations in Hilbert space: a mild approach
