Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations |
scientific article |
Statements
Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (English)
0 references
3 April 2023
0 references
backward stochastic differential equation
0 references
curse of dimensionality
0 references
multilevel Picard method
0 references
