Pages that link to "Item:Q1713854"
From MaRDI portal
The following pages link to Nesting Monte Carlo for high-dimensional non-linear PDEs (Q1713854):
Displayed 15 items.
- Neural networks-based backward scheme for fully nonlinear PDEs (Q2022970) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations (Q2025321) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- Machine learning for semi linear PDEs (Q2316193) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
- An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
- Neural network-based variational methods for solving quadratic porous medium equations in high dimensions (Q2699489) (← links)
- Deep backward schemes for high-dimensional nonlinear PDEs (Q4960067) (← links)
- Numerical approximation of general Lipschitz BSDEs with branching processes (Q4967879) (← links)
- Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) (← links)
- An Unbiased Itô Type Stochastic Representation for Transport PDEs: A Toy Example (Q5038297) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations (Q5161194) (← links)
- A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations (Q5889064) (← links)
- A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (Q6070671) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)