Solving the Kolmogorov PDE by means of deep learning (Q2051092): Difference between revisions

@@ Property / cites work @@
+On the discretization schemes for the CIR (and Bessel squared) processes
+Normal rank
@@ Property / cites work @@
+Q5386174
@@ Property / cites work: Q5386174 / rank @@
+Normal rank
@@ Property / cites work @@
+Deep optimal stopping
@@ Property / cites work: Deep optimal stopping / rank @@
+Normal rank
@@ Property / cites work @@
+Q3241581
@@ Property / cites work: Q3241581 / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of the Generalization Error: Empirical Risk Minimization over Deep Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Black--Scholes Partial Differential Equations
+Normal rank
@@ Property / cites work @@
+Q5483032
@@ Property / cites work: Q5483032 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Approximation with Sparsely Connected Deep Neural Networks
+Normal rank
@@ Property / cites work @@
+On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case
+Normal rank
@@ Property / cites work @@
+On the mathematical foundations of learning
@@ Property / cites work: On the mathematical foundations of learning / rank @@
+Normal rank
@@ Property / cites work @@
+General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type
+Normal rank
@@ Property / cites work @@
+Q4969246
@@ Property / cites work: Q4969246 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo Path Simulation
@@ Property / cites work: Multilevel Monte Carlo Path Simulation / rank @@
+Normal rank
@@ Property / cites work @@
+Q4917542
@@ Property / cites work: Q4917542 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic simulation and Monte Carlo methods. Mathematical foundations of stochastic simulation
+Normal rank
@@ Property / cites work @@
+Deep Neural Network Approximation Theory
@@ Property / cites work: Deep Neural Network Approximation Theory / rank @@
+Normal rank
@@ Property / cites work @@
+A distribution-free theory of nonparametric regression
+Normal rank
@@ Property / cites work @@
+Loss of regularity for Kolmogorov equations
@@ Property / cites work: Loss of regularity for Kolmogorov equations / rank @@
+Normal rank
@@ Property / cites work @@
+Solving high-dimensional partial differential equations using deep learning
+Normal rank
@@ Property / cites work @@
+Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range
+Normal rank
@@ Property / cites work @@
+Hypoelliptic second order differential equations
@@ Property / cites work: Hypoelliptic second order differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
+Normal rank
@@ Property / cites work @@
+Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
+Normal rank
@@ Property / cites work @@
+Strong convergence of full-discrete nonlinearity-truncated accelerated exponential Euler-type approximations for stochastic Kuramoto-Sivashinsky equations
+Normal rank
@@ Property / cites work @@
+Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Lower error bounds for the stochastic gradient descent optimization algorithm: sharp convergence rates for slowly and fast decaying learning rates
+Normal rank
@@ Property / cites work @@
+Probability theory. A comprehensive course
@@ Property / cites work: Probability theory. A comprehensive course / rank @@
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical solution of SDE through computer experiments. Including floppy disk
+Normal rank
@@ Property / cites work @@
+Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes
+Normal rank
@@ Property / cites work @@
+Continuous Markov processes and stochastic equations
+Normal rank
@@ Property / cites work @@
+Q3993249
@@ Property / cites work: Q3993249 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4826106
@@ Property / cites work: Q4826106 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients
+Normal rank
@@ Property / cites work @@
+Minimal Errors for Strong and Weak Approximation of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Q4492756
@@ Property / cites work: Q4492756 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on tamed Euler approximations
@@ Property / cites work: A note on tamed Euler approximations / rank @@
+Normal rank
@@ Property / cites work @@
+Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients
+Normal rank
@@ Property / cites work @@
+Understanding Machine Learning
@@ Property / cites work: Understanding Machine Learning / rank @@
+Normal rank
@@ Property / cites work @@
+Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+The Deep Ritz Method: a deep learning-based numerical algorithm for solving variational problems
+Normal rank
@@ Property / cites work @@
+Compact finite difference method for American option pricing
+Normal rank
@@ Property / cites work @@
+Q2710271
@@ Property / cites work: Q2710271 / rank @@
+Normal rank