Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations (Q6173002)

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Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations

scientific article; zbMATH DE number 7714903

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English	Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations	scientific article; zbMATH DE number 7714903

Statements

instance of

scholarly article

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title

Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations (English)

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International Journal of Computational Methods

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publication date

21 July 2023

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zbMATH Keywords

deep learning

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Kolmogorov equations

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stochastic differential equations

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high-order weak approximation

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1142/s0219876221420147

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Identifiers

Mathematics Subject Classification ID

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10.1142/S0219876221420147

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Sitelinks

Mathematics(1 entry)

mardi Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations