Path-dependent deep Galerkin method: a neural network approach to solve path-dependent partial differential equations (Q4958400)
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scientific article; zbMATH DE number 7392183
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| English | Path-dependent deep Galerkin method: a neural network approach to solve path-dependent partial differential equations |
scientific article; zbMATH DE number 7392183 |
Statements
Path-Dependent Deep Galerkin Method: A Neural Network Approach to Solve Path-Dependent Partial Differential Equations (English)
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8 September 2021
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functional Itô calculus
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path-dependent partial differential equations
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neural networks
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long short-term memory
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deep Galerkin method
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0.8663183450698853
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0.7810096144676208
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0.7681812047958374
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0.7636001706123352
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0.761103630065918
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