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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    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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      math.AP
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