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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Revision as of 06:59, 9 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 |
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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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