Convergence Analysis of the Deep Splitting Scheme: the Case of Partial Integro-Differential Equations and the associated FBSDEs with Jumps (Q6401044)
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scientific article; zbMATH DE number 900536280
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| English | Convergence Analysis of the Deep Splitting Scheme: the Case of Partial Integro-Differential Equations and the associated FBSDEs with Jumps |
scientific article; zbMATH DE number 900536280 |
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3 June 2022
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math.NA
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cs.NA
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math.AP
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