Hochschulschrift
A Picard-type iteration for backward stochastic differential equations : convergence and importance sampling
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
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Englisch
- Notes
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Konstanz, Univ., Diss., 2010
- Classification
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Mathematik
- Keyword
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Stochastische Differentialgleichung ; Numerische Mathematik ; Monte-Carlo-Simulation
- Creator
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Moseler, Thilo
- URN
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urn:nbn:de:bsz:352-opus-121057
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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15.08.2025, 7:35 AM CEST
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Object type
- Hochschulschrift
Associated
- Moseler, Thilo
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On the quaternion Julia sets via Picard–Mann iteration
Iteration, iteration, iteration
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Geometric convergence of slice sampling
Sharp estimation of local convergence radius for the Picard iteration
Convergence analysis of Picard–SP iteration process for generalized $$\alpha $$ α –nonexpansive mappings
Some results on T-stability of Picard’s iteration
Importance sampling for backward SDEs
Importance sampling for backward SDEs
Strong convergence and stability of Picard iteration sequences for a general class of contractive-type mappings
On the quaternion Julia sets via Picard–Mann iteration
Iteration, iteration, iteration
On the convergence rate of the Halpern-iteration
On the convergence rate of the Halpern-iteration
The Picard-HSS-SOR iteration method for absolute value equations