Filter your results

Format »

Author »

Publication Title »

Subject »

Keyword »

  • You have access to this content.
  • You have partial access to this content.
  • You do not have access to this content.

Search results

Show search tips »
Search tips
  • Exact phrase search: Use quotes, e.g. "integral equations"
  • Wildcard search: Use asterisk, e.g. topo*
  • Subject search: Truncate MSC codes with wildcard, e.g. 14A15 or 14A*
  • Author search: Sequence does not matter; use of first name or initial varies by journal, e.g. harris john or t arens
  • Diacritics: Drop diacritics, e.g. gotz finds Götz
  • More tips

Showing 1-5 of 5 results

Select/deselect all
  • Export citations

Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth

Lionnet, Arnaud, dos Reis, Goncalo, and Szpruch, Lukasz
The Annals of Applied Probability Volume 28, Number 4 (August 2018), 2544-2591.

Journal article

Rough path recursions and diffusion approximations

Kelly, David
The Annals of Applied Probability Volume 26, Number 1 (February 2016), 425-461.

Journal article

Time discretization of FBSDE with polynomial growth drivers and reaction–diffusion PDEs

Lionnet, Arnaud, dos Reis, Gonçalo, and Szpruch, Lukasz
The Annals of Applied Probability Volume 25, Number 5 (October 2015), 2563-2625.

Journal article

Convergence rates for the full Gaussian rough paths

Friz, Peter and Riedel, Sebastian
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques Volume 50, Number 1 (February 2014), 154-194.

Journal article

Numerical solution of conservative finite-dimensional stochastic Schrödinger equations

Mora, Carlos M.
The Annals of Applied Probability Volume 15, Number 3 (August 2005), 2144-2171.

Journal article
Select/deselect all