A deep learning approach to the probabilistic numerical solution of path-dependent partial differential equations (Q6114174)

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scientific article; zbMATH DE number 7726382
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A deep learning approach to the probabilistic numerical solution of path-dependent partial differential equations
scientific article; zbMATH DE number 7726382

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    A deep learning approach to the probabilistic numerical solution of path-dependent partial differential equations (English)
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    14 August 2023
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    path-dependent partial differential equations (PPDEs)
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    deep neural networks
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    numerical methods for PPDEs
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