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Filters: Keyword is Reflected Backward Stochastic Differential Equation  [Clear All Filters]
2003
Vlad Bally, and Gilles Pagès, "Error analysis of the quantization algorithm for obstacle problems", Stochastic Processes & Their Applications, vol. 106(1), 2003. Abstract
2001
Vlad Bally, Gilles Pagès, and Jacques Printems, "A stochastic quantization method for nonlinear problems", Monte Carlo Methods and Applications, vol. 7(1), pp. 21-34, 2001. Abstract