Unbiased Deep Solvers for Linear Parametric PDEs (Q5093244): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.05094
@@ Property / arXiv ID: 1810.05094 / rank @@
+Normal rank
@@ Property / cites work @@
+Solving the Kolmogorov PDE by means of deep learning
+Normal rank
@@ Property / cites work @@
+Variance reduction in Monte Carlo estimators via empirical variance minimization
+Normal rank
@@ Property / cites work @@
+Variance reduction for discretised diffusions via regression
+Normal rank
@@ Property / cites work @@
+Analysis of the Generalization Error: Empirical Risk Minimization over Deep Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Black--Scholes Partial Differential Equations
+Normal rank
@@ Property / cites work @@
+Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models
+Normal rank
@@ Property / cites work @@
+Risk Estimation via Regression
@@ Property / cites work: Risk Estimation via Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Machine learning for semi linear PDEs
@@ Property / cites work: Machine learning for semi linear PDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus and Applications
@@ Property / cites work: Stochastic Calculus and Applications / rank @@
+Normal rank
@@ Property / cites work @@
+Weak approximation of martingale representations
@@ Property / cites work: Weak approximation of martingale representations / rank @@
+Normal rank
@@ Property / cites work @@
+The steepest descent method for forward-backward SDEs
+Normal rank
@@ Property / cites work @@
+DNN expression rate analysis of high-dimensional PDEs: application to option pricing
+Normal rank
@@ Property / cites work @@
+Deep neural network approximations for solutions of PDEs based on Monte Carlo algorithms
+Normal rank
@@ Property / cites work @@
+Convergence of the deep BSDE method for coupled FBSDEs
+Normal rank
@@ Property / cites work @@
+Solving high-dimensional partial differential equations using deep learning
+Normal rank
@@ Property / cites work @@
+Mean-field Langevin dynamics and energy landscape of neural networks
+Normal rank
@@ Property / cites work @@
+Deep backward schemes for high-dimensional nonlinear PDEs
+Normal rank
@@ Property / cites work @@
+A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations
+Normal rank
@@ Property / cites work @@
+Proof that deep artificial neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with constant diffusion and nonlinear drift coefficients
+Normal rank
@@ Property / cites work @@
+Q3836495
@@ Property / cites work: Q3836495 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4529788
@@ Property / cites work: Q4529788 / rank @@
+Normal rank
@@ Property / cites work @@
+A theoretical analysis of deep neural networks and parametric PDEs
+Normal rank
@@ Property / cites work @@
+A neural network-based framework for financial model calibration
+Normal rank
@@ Property / cites work @@
+A mean field view of the landscape of two-layer neural networks
+Normal rank
@@ Property / cites work @@
+Solving parabolic stochastic partial differential equations via averaging over characteristics
+Normal rank
@@ Property / cites work @@
+Variance Reduction for Simulated Diffusions
@@ Property / cites work: Variance Reduction for Simulated Diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems
+Normal rank
@@ Property / cites work @@
+DGM: a deep learning algorithm for solving partial differential equations
+Normal rank
@@ Property / cites work @@
+Mean field analysis of neural networks: a central limit theorem
+Normal rank
@@ Property / cites work @@
+Calibrating rough volatility models: a convolutional neural network approach
+Normal rank
@@ Property / cites work @@
+Gradient convergence of deep learning-based numerical methods for BSDEs
+Normal rank
@@ Property / cites work @@
+Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5093244