scientific article; zbMATH DE number 7604708
From MaRDI portal
Publication:5043153
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Learning and adaptive systems in artificial intelligence (68T05)
Recommendations
- Machine learning for semi linear PDEs
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations
- An exploratory study on machine learning to couple numerical solutions of partial differential equations
- Deep learning schemes for parabolic nonlocal integro-differential equations
- Deep learning methods for partial differential equations and related parameter identification problems
- Machine-learning error models for approximate solutions to parameterized systems of nonlinear equations
- Machine Learning of Space-Fractional Differential Equations
- An overview on deep learning-based approximation methods for partial differential equations
- Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations
Cites work
- Approximation and estimation bounds for artificial neural networks
- Approximation by superpositions of a sigmoidal function
- Backward SDEs with constrained jumps and quasi-variational inequalities
- Backward Stochastic Differential Equations in Finance
- Constrained BSDEs, viscosity solutions of variational inequalities and their applications
- Continuous-time stochastic control and optimization with financial applications
- Convex Analysis
- Deep backward schemes for high-dimensional nonlinear PDEs
- Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations
- Deep optimal stopping
- Discretization and machine learning approximation of BSDEs with a constraint on the gains-process
- scientific article; zbMATH DE number 1121855 (Why is no real title available?)
- Lower bounds for approximation by MLP neural networks
- Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
- Multilayer feedforward networks are universal approximators
- Numerical probability. An introduction with applications to finance
- On best approximation by ridge functions
- Optimal stochastic control, stochastic target problems, and backward SDE.
- Probabilistic interpretation of a system of semilinear parabolic partial differential equations
- Reflected solutions of backward SDE's, and related obstacle problems for PDE's
- Solving high-dimensional partial differential equations using deep learning
- Universal approximation bounds for superpositions of a sigmoidal function
Cited in
(7)- Machine-learning error models for approximate solutions to parameterized systems of nonlinear equations
- Integral equations and machine learning
- Machine learning for semi linear PDEs
- Partial differential equation regularization for supervised machine learning
- Machine Learning of Space-Fractional Differential Equations
- Risk-indifference pricing of American-style contingent claims
- A general-purpose machine learning framework for predicting singular integrals in boundary element method
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5043153)
