Solving the Kolmogorov PDE by means of deep learning (Q2051092)

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Language	Label	Description	Also known as
English	Solving the Kolmogorov PDE by means of deep learning	scientific article

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scholarly article

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Solving the Kolmogorov PDE by means of deep learning (English)

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Sebastian Becker

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Journal of Scientific Computing

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publication date

1 September 2021

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full work available at URL

https://arxiv.org/abs/1806.00421

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zbMATH Keywords

numerical approximation method

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stochastic differential equations

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Kolmogorov equations

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deep learning

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Identifiers

zbMATH Open document ID

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10.1007/s10915-021-01590-0

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2051092

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