Deep Operator BSDE: a Numerical Scheme to Approximate the Solution Operators

MaRDI QIDQ6756577arXivFDO

Authors Giulia Di Nunno, Pere Díaz Lozano

Publication date 2024

Published in arXiv

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Monte Carlo methods (65C05) Error analysis and interval analysis (65G99) Artificial neural networks and deep learning (68T07)

arXiv classification

math.NA

Cited in

(1)

• NeSTR: Neural S-Transform Reconstruction for Gaussian SPDEs

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