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A Numerical Algorithm for a Class of BSDE Via Branching Process
17/17 checkable references clean · checked 2026-09-13
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 17 checked references that resolve
resolves10.1016/j.spa.2004.01.001
Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
resolves10.1090/ulect/034
Superdiffusions and Positive Solutions of Nonlinear Partial Differential Equations
resolves10.1214/14-aop999
Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part I
resolves10.1214/15-aop1027
Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part II
resolves10.1214/aop/1176988386
Sharp Conditions for Nonexplosions and Explosions in Markov Jump Processes
resolves10.1002/cpa.3160280302
Application of brownian motion to the equation of kolmogorov‐petrovskii‐piskunov
resolves10.1215/kjm/1250524667
On the branching process for Brownian particles with an absorbing boundary
resolves10.1016/j.matcom.2009.12.009
Monte Carlo solution of Cauchy problem for a nonlinear parabolic equation
The 4 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedref10
no DOI — not checkedNumerical Solution of Stochastic Differential Equations
no DOI — not checkedA numerical scheme for backward stochastic differential equations
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