Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations (Q6173002)
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scientific article; zbMATH DE number 7714903
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations |
scientific article; zbMATH DE number 7714903 |
Statements
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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