Pages that link to "Item:Q2355853"
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The following pages link to Feynman-Kac representation of fully nonlinear PDEs and applications (Q2355853):
Displaying 8 items.
- A regression-based numerical scheme for backward stochastic differential equations (Q1695419) (← links)
- Multistep schemes for solving backward stochastic differential equations on GPU (Q2138198) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
- Deep Splitting Method for Parabolic PDEs (Q4958922) (← links)
- Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) (← links)
- Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains (Q5384790) (← links)
