Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations (Q6173002): Difference between revisions

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Latest revision as of 18:50, 1 August 2024

scientific article; zbMATH DE number 7714903
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English
Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations
scientific article; zbMATH DE number 7714903

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    Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations (English)
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    21 July 2023
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    deep learning
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    Kolmogorov equations
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    stochastic differential equations
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    high-order weak approximation
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