Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations (Q681281): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/S40304-017-0117-6 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S40304-017-0117-6 / rank | |||
Normal rank | |||
Latest revision as of 00:44, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations |
scientific article |
Statements
Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations (English)
0 references
30 January 2018
0 references
backward stochastic differential equations
0 references
deep learning
0 references
control
0 references
Feynman-Kac
0 references
numerical result
0 references
Allen-Cahn equation
0 references
Hamilton-Jacobi-Bellman equation
0 references
nonlinear pricing model
0 references
0 references
0 references
0 references
0 references
