Monte Carlo simulation of SDEs using GANs (Q6072362)
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scientific article; zbMATH DE number 7749856
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo simulation of SDEs using GANs |
scientific article; zbMATH DE number 7749856 |
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Monte Carlo simulation of SDEs using GANs (English)
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13 October 2023
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generative adversarial networks
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stochastic differential equations
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neural networks
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Monte Carlo sampling
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exact simulation
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path-wise conditional distribution
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