A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver (Q6358936)
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scientific article
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| English | A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver |
scientific article |
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24 January 2021
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math.NA
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cs.NA
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q-fin.CP
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