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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path-Dependent Deep Galerkin Method: A Neural Network Approach to Solve Path-Dependent Partial Differential Equations |
scientific article; zbMATH DE number 7392183 |
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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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