Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Created claim: Wikidata QID (P12): Q128616163, #quickstatements; #temporary_batch_1723642047871 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q128616163 / rank | |||
Normal rank | |||
Revision as of 14:41, 14 August 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations |
scientific article |
Statements
Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (English)
0 references
8 October 2019
0 references
deep learning
0 references
second-order backward stochastic differential equation
0 references
2BSDE
0 references
numerical method
0 references
Black-Scholes-Barenblatt equation
0 references
Knightian uncertainty
0 references
Hamiltonian-Jacobi-Bellman equation
0 references
HJB equation
0 references
nonlinear expectation
0 references
\(G\)-Brownian motion
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
