Numerical approximation based on deep convolutional neural network for high-dimensional fully nonlinear merged PDEs and 2BSDEs
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Publication:6410378
DOI10.1002/mma.9915arXiv2209.04997OpenAlexW4391188033WikidataQ129379113 ScholiaQ129379113MaRDI QIDQ6410378
Wenlin Qiu, Omid Nikan, Xu Xiao
Publication date: 11 September 2022
Full work available at URL: https://doi.org/10.1002/mma.9915
Artificial neural networks and deep learning (68T07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)
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