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

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