Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations (Q681281): Difference between revisions

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Property / DOI: 10.1007/s40304-017-0117-6 / rank
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Latest revision as of 00:44, 10 December 2024

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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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    Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations (English)
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    30 January 2018
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    backward stochastic differential equations
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    deep learning
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    control
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    Feynman-Kac
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    numerical result
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    Allen-Cahn equation
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    Hamilton-Jacobi-Bellman equation
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    nonlinear pricing model
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