1

Numerical Stability Analysis of the Euler Scheme for BSDEs

Year:
2015
Language:
english
File:
PDF, 481 KB
english, 2015
2

Ergodic BSDEs and related PDEs with Neumann boundary conditions

Year:
2009
Language:
english
File:
PDF, 995 KB
english, 2009
7

NUMERICAL SIMULATION OF BSDES WITH DRIVERS OF QUADRATIC GROWTH

Year:
2011
Language:
english
File:
PDF, 1.50 MB
english, 2011
9

Large deviations for the Ornstein-Uhlenbeck process with shift

Year:
2015
Language:
english
File:
PDF, 197 KB
english, 2015
10

Numerical simulation of quadratic BSDEs

Year:
2016
Language:
english
File:
PDF, 427 KB
english, 2016
12

Numerical simulation of BSDEs with drivers of quadratic growth

Year:
2011
Language:
english
File:
PDF, 281 KB
english, 2011
14

Large deviations for the Ornstein–Uhlenbeck process without tears

Year:
2017
Language:
english
File:
PDF, 292 KB
english, 2017
15

Large deviations for the Ornstein-Uhlenbeck process with shift

Year:
2015
Language:
english
File:
PDF, 227 KB
english, 2015