نتایج جستجو برای: forward backward
تعداد نتایج: 132699 فیلتر نتایج به سال:
Journal:
:EURASIP Journal on Advances in Signal Processing
2009
Journal:
:International Journal of Machine Learning and Computing
2015
Journal:
:Journal of Computational Physics
2022
In this work, we study the numerical approximation of a class singular fully coupled forward backward stochastic differential equations. These equations have degenerate component and non-smooth terminal condition. They are used, for example, in modelling carbon market [1] linked to scalar conservation law perturbed by diffusion. Classical FBSDEs methods fail capture correct entropy solution ass...
Journal:
:Stochastic Processes and their Applications
1998
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