Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (Q2162115): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2997339296 / rank | |||
Normal rank | |||
Revision as of 19:51, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities |
scientific article |
Statements
Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (English)
0 references
5 August 2022
0 references
curse of dimensionality
0 references
partial differential equation
0 references
PDE
0 references
backward stochastic differential equation
0 references
BSDE
0 references
multilevel Picard
0 references
multilevel Monte Carlo
0 references
gradient-dependent nonlinearity
0 references
