Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs with infinite activity
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Publication:6533876
arXiv2405.05192MaRDI QIDQ6533876FDOQ6533876
Authors: Ariel Neufeld, Philipp Schmocker, Sizhou Wu
Has companion code repository: https://github.com/psc25/mlpjumps
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