Pages that link to "Item:Q2133701"
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The following pages link to A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for deep BSDE solver (Q2133701):
Displaying 6 items.
- Deep neural networks based temporal-difference methods for high-dimensional parabolic partial differential equations (Q2168314) (← links)
- Control variate method for deep BSDE solver using weak approximation (Q6054320) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations (Q6173002) (← links)
- Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus (Q6176082) (← links)
- Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations (Q6201366) (← links)