Numerical approximations of coupled forward–backward SPDEs

DOI10.1080/07362994.2021.2011318OpenAlexW3112533578WikidataQ114100296 ScholiaQ114100296MaRDI QIDQ5880399

Unnamed Author, Jinniao Qiu

Publication date: 9 March 2023

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.07879

zbMATH Keywords

finite element methodhomogeneous Dirichlet boundary conditionsnumerical approximationsweak and strong solutiondeep learningnon-Markovianitycoupled nonlinear forward-backward stochastic partial differential equations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Strong solutions to PDEs (35D35)

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