Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (Q2162115)
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scientific article
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| English | Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities |
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Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (English)
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5 August 2022
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curse of dimensionality
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partial differential equation
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PDE
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backward stochastic differential equation
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BSDE
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multilevel Picard
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multilevel Monte Carlo
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gradient-dependent nonlinearity
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0.858165442943573
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0.8543732166290283
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0.8311935067176819
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0.8158001899719238
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