Lorenc Kapllani

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations
Discrete and Continuous Dynamical Systems. Series B
2024-02-20Paper
Uncertainty quantification for deep learning-based schemes for solving high-dimensional backward stochastic differential equations2023-10-05Paper
The Effect of the Number of Neural Networks on Deep Learning Schemes for Solving High Dimensional Nonlinear Backward Stochastic Differential Equations
Mathematics in Industry
2023-09-15Paper
Multistep schemes for solving backward stochastic differential equations on GPU
Journal of Mathematics in Industry
2022-05-11Paper
A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations
(available as arXiv preprint)
N/APaper


Research outcomes over time


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