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On the speed of convergence of Picard iterations of backward stochastic differential equations
Probability, Uncertainty and Quantitative Risk, 2022 Hutzenthaler M, Kruse T, Nguyen TA. On the speed of convergence of Picard iterations of backward stochastic differential equations. Probability, Uncertainty and Quantitative Risk.
Tuan Anh Nguyen +2 more
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Estimate for Picard iterations of a Hermitian matrix operator
AIP Conference Proceedings, 2017 The purpose of this paper is to study the Picard iterations of a Hermitian matrix operator. In [1], we proved the existence and uniqueness of attractive fixed point of an operator defined on Hermitian matrix space and satisfying a certain condition.
Habibulla Akhadkulov
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Approximation of Non-Lipschitz SDEs by Picard Iterations
Applied Mathematical Finance, 2018 International audienceIn this paper, we propose an approximation method based on Picard iterations deduced from the Doléans–Dade exponential formula. Our method allows to approximate trajectories of Markov processes in a large class, e.g.
Emmanuel Lépinette
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Picard Iterations for Solution of Nonlinear Equations in Certain Banach Spaces [PDF]
Journal of Mathematical Analysis and Applications, 2000 Let E be a real uniformly smooth Banach space and let A: D(A)⊂E↦E be locally Lipschitzian and strongly quasi-accretive. It is proved that a Picard recursion process converges strongly to the unique solution of the equation Ax=f, f∈R(A), with the ...
Moore, Chika
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On the Mandelbrot set of zp+logct via the Mann and Picard–Mann iterations
Mathematics and Computers in Simulation, 2023Krzysztof Gdawiec +2 more
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Multilevel Picard iterations for solving smooth semilinear parabolic heat equations
SN Partial Differential Equations and Applications, 2021Arnulf Jéntzen +2 more
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