Search Results

• A Stochastic Gradient Descent Approach for Stochastic Optimal Control

  Richard Archibald, Feng Bao, Jiongmin Yong

  2020-08-15

  63639 3580 Pages:635-658

• An Explicit Second Order Scheme for Decoupled Anticipated Forward Backward Stochastic Differential Equations

  Yabing Sun, Weidong Zhao

  2020-06-12

  42751 3240 Pages:566-593

• New Second-Order Schemes for Forward Backward Stochastic Differential Equations

  Yabing Sun, Weidong Zhao

  2018-09-17

  40763 3391 Pages:399-421

• Convergence of Recent Multistep Schemes for a Forward-Backward Stochastic Differential Equation

  Jie Yang, Weidong Zhao

  2018-02-09

  36343 3286 Pages:387-404

• Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations

  Bo Gong, Weidong Zhao

  2018-03-19

  37176 3195 Pages:548-565

• Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps

  Yu Fu, Jie Yang, Weidong Zhao

  2018-02-09

  36166 3222 Pages:253-277

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

  Yang Li, Jie Yang, Weidong Zhao

  2020-04-01

  42396 3211 Pages:354-380

• An Explicit Second-Order Numerical Scheme to Solve Decoupled Forward Backward Stochastic Equations

  Yu Fu, Weidong Zhao

  2018-02-09

  38416 4474 Pages:368-385