FBSDE based neural network algorithms for high-dimensional quasilinear parabolic PDEs (Q2083635)
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scientific article; zbMATH DE number 7599601
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| English | FBSDE based neural network algorithms for high-dimensional quasilinear parabolic PDEs |
scientific article; zbMATH DE number 7599601 |
Statements
FBSDE based neural network algorithms for high-dimensional quasilinear parabolic PDEs (English)
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11 October 2022
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forward and backward SDEs
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Feynman-Kac formula
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multi-scale deep neural network
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quasilinear parabolic equations
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Pardoux-Peng theory
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0.8975176215171814
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0.8624634146690369
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0.8511459827423096
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0.8477152585983276
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0.8335220813751221
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