Pages that link to "Item:Q2453615"

The following pages link to On approximation of the backward stochastic differential equation (Q2453615):

Displaying 16 items.

• On score-functions and goodness-of-fit tests for stochastic processes (Q324614) (← links)
• Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases (Q492172) (← links)
• On ADF goodness-of-fit tests for perturbed dynamical systems (Q888487) (← links)
• Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916) (← links)
• Divergence of the backward Euler method for ordinary stochastic differential equations (Q2009062) (← links)
• On multi-step estimation of delay for SDE (Q2040107) (← links)
• Weighted bounded mean oscillation applied to backward stochastic differential equations (Q2175336) (← links)
• On parameter estimation of the hidden Gaussian process in perturbed SDE (Q2219225) (← links)
• On approximation of BSDE and multi-step MLE-processes (Q2296084) (← links)
• On the multi-step MLE-process for ergodic diffusion (Q2359720) (← links)
• A Monte Carlo method for backward stochastic differential equations with Hermite martingales (Q2417976) (← links)
• Two algorithms for the discrete time approximation of Markovian backward stochastic differential equations under local conditions (Q2515917) (← links)
• (Q3150294) (← links)
• On the wavelet-based SWIFT method for backward stochastic differential equations (Q4555963) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• Volatility estimation of hidden Markov processes and adaptive filtration (Q6559474) (← links)