Convolutional neural network based simulation and analysis for backward stochastic partial differential equations (Q2159857)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Convolutional neural network based simulation and analysis for backward stochastic partial differential equations
scientific article

    Statements

    Convolutional neural network based simulation and analysis for backward stochastic partial differential equations (English)
    0 references
    2 August 2022
    0 references
    AI based Monte Carlo simulation
    0 references
    convolution neural network modeling
    0 references
    Mean-square and almost sure convergence
    0 references
    backward stochastic partial differential equation
    0 references
    Cauchy terminal value problem
    0 references
    random field Malliavin calculus
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references