Malliavin Regularity of Non-Markovian Quadratic BSDEs and Their Numerical Schemes.

Salima Doubbakh Nabil Khelfallah Mhamed Eddahbi Anwar Almualim

Published in: Axioms (2023)

Keyphrases

stochastic differential equations
pairwise
stochastic process
reinforcement learning
situation calculus
decision processes
computational complexity
brownian motion
objective function
bayesian networks
multiresolution
dynamic programming
state space
maximum a posteriori estimation