Results 131 to 134 of about 331 (134)

A New Second-Order One-Step Scheme for Solving Decoupled FBSDES and Optimal Error Estimates

, 2020
Y. Li, Jie Yang, Weidong Zhao
semanticscholar   +1 more source

Edgeworth type expansions for Euler schemes for stochastic differential equations.

Monte Carlo Methods Appl., 2002
V. Konakov, E. Mammen
semanticscholar   +1 more source

Développement asymptotique de la densité d’une diffusion dégénérée

, 1992
R. Léandre
semanticscholar   +1 more source

Numerical convergence of backward stochastic differential equation with non-Lipschitz coefficients

, 2015
S. Falah, Jicheng Liu
semanticscholar   +1 more source