Solving the Kolmogorov PDE by means of deep learning (Q2051092)

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Solving the Kolmogorov PDE by means of deep learning
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    Solving the Kolmogorov PDE by means of deep learning (English)
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    1 September 2021
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    numerical approximation method
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    stochastic differential equations
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    Kolmogorov equations
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    deep learning
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