These a posteriori estimates provide upper and lower bounds for the approximation error. They can be expressed solely in terms of the approximate solution and ...

Jul 15, 2020 · This paper proposes an a posteriori error estimator to quantify the L^2-approximation error of an arbitrarily generated approximation on a time grid.

Mar 27, 2013 · These a posteriori estimates provide upper and lower bounds for the approximation error. They can be expressed solely in terms of the ...

These a posteriori estimates provide upper and lower bounds for the approximation error. They can be expressed solely in terms of the approximate solution and ...

Throughout this addendum, the assumptions and notation of Theorem 3.1 in Bender and Steiner, A-posteriori estimates for backward SDEs, are in force.

Apr 25, 2012 · These a-posteriori estimates provide upper and lower bounds for the approximation error. They can be expressed solely in terms of the ...

Sep 15, 2023 · Fully coupled McKean–Vlasov forward-backward stochastic differential equations (MV-FBSDEs) arise naturally from large population optimization ...

Sep 20, 2023 · This paper proposes an a posteriori error estimator to quantify the $L^2$-approximation error of an arbitrarily generated approximation on a ...

This paper proposes an a posteriori error estimator to quantify the L2-approximation error of an arbitrarily generated approximation on a time grid. We ...

A posteriori error estimates for fully coupled McKean-Vlasov forward-backward SDEs · C. Reisinger, Wolfgang Stockinger, Yufei Zhang · Published in arXiv.org 15 ...