DGM: a deep learning algorithm for solving partial differential equations (Q2002333): Difference between revisions

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-.1016/j.jcp.2018.08.029
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+Konstantinos V. Spiliopoulos
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+Adam
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+Stochastic simulation: Algorithms and analysis
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+Gradient Convergence in Gradient methods with Errors
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+Nonlinear parabolic equations with measure data
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+Option pricing with a direct adaptive sparse grid approach
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+Sparse grids
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+Stationary Hamilton--Jacobi Equations in Hilbert Spaces and Applications to a Stochastic Optimal Control Problem
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+Approximation by superpositions of a sigmoidal function
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+Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations
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+Optimal control of a stochastic heat equation with boundary-noise and boundary-control
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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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+Pricing American Options: A Duality Approach
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+Neural algorithm for solving differential equations
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+HJB equations in infinite dimensions under weak regularizing properties
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+EXISTENCE RESULT FOR NONLINEAR PARABOLIC EQUATIONS WITH LOWER ORDER TERMS
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+Existence of solutions for some ``noncoercive'' parabolic equations
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+Efficient Hierarchical Approximation of High‐Dimensional Option Pricing Problems
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+Monte Carlo valuation of American options
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+Compact sets in the space \(L^ p(0,T;B)\)
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+.1016/J.JCP.2018.08.029
@@ Property / DOI: 10.1016/J.JCP.2018.08.029 / rank @@
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+Publication:2002333