Pages that link to "Item:Q2051092"

The following pages link to Solving the Kolmogorov PDE by means of deep learning (Q2051092):

Displaying 44 items.

• Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space (Q825596) (← links)
• Convergence analysis for gradient flows in the training of artificial neural networks with ReLU activation (Q2079548) (← links)
• An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations (Q2093308) (← links)
• DNN expression rate analysis of high-dimensional PDEs: application to option pricing (Q2117328) (← links)
• Approximation spaces of deep neural networks (Q2117336) (← links)
• Deep neural network approximations for solutions of PDEs based on Monte Carlo algorithms (Q2152480) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (Q2162115) (← links)
• A proof of convergence for stochastic gradient descent in the training of artificial neural networks with ReLU activation for constant target functions (Q2167333) (← links)
• Surrogate modeling for fluid flows based on physics-constrained deep learning without simulation data (Q2176917) (← links)
• Variational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equations (Q2305540) (← links)
• Probability measure-valued polynomial diffusions (Q2631856) (← links)
• Numerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equation (Q2673974) (← links)
• Solving non-linear Kolmogorov equations in large dimensions by using deep learning: a numerical comparison of discretization schemes (Q2680327) (← links)
• Space-time error estimates for deep neural network approximations for differential equations (Q2683168) (← links)
• Control of partial differential equations via physics-informed neural networks (Q2696946) (← links)
• Approximation properties of residual neural networks for Kolmogorov PDEs (Q2697245) (← links)
• An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
• Deep Splitting Method for Parabolic PDEs (Q4958922) (← links)
• Higher-Order Quasi-Monte Carlo Training of Deep Neural Networks (Q5015302) (← links)
• Analysis of the Generalization Error: Empirical Risk Minimization over Deep Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Black--Scholes Partial Differential Equations (Q5037569) (← links)
• Approximations with deep neural networks in Sobolev time-space (Q5075578) (← links)
• Full error analysis for the training of deep neural networks (Q5083408) (← links)
• An unsupervised deep learning approach to solving partial integro-differential equations (Q5092661) (← links)
• Unbiased Deep Solvers for Linear Parametric PDEs (Q5093244) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations (Q5161194) (← links)
• Approximative Policy Iteration for Exit Time Feedback Control Problems Driven by Stochastic Differential Equations using Tensor Train Format (Q5865245) (← links)
• Convergence of a Robust Deep FBSDE Method for Stochastic Control (Q5886857) (← links)
• A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations (Q5889064) (← links)
• DEEP EQUILIBRIUM NETS (Q6067145) (← links)
• Friedrichs Learning: Weak Solutions of Partial Differential Equations via Deep Learning (Q6108164) (← links)
• Probability computation for high-dimensional semilinear SDEs driven by isotropic \(\alpha\)-stable processes via mild Kolmogorov equations (Q6136818) (← links)
• Improved Analysis of PINNs: Alleviate the CoD for Compositional Solutions (Q6151354) (← links)
• Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations (Q6173002) (← links)
• Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus (Q6176082) (← links)
• Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing (Q6178392) (← links)
• Pricing options on flow forwards by neural networks in a Hilbert space (Q6181517) (← links)
• A space-time adaptive low-rank method for high-dimensional parabolic partial differential equations (Q6193961) (← links)
• Deep learning approximations for non-local nonlinear PDEs with Neumann boundary conditions (Q6204733) (← links)
• Enhancing physics informed neural networks for solving Navier-Stokes equations (Q6574171) (← links)
• Deep learning based on randomized quasi-Monte Carlo method for solving linear Kolmogorov partial differential equation (Q6582041) (← links)
• Deep neural networks for probability of default modelling (Q6593214) (← links)
• Numerical analysis of physics-informed neural networks and related models in physics-informed machine learning (Q6598418) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of high-dimensional semilinear elliptic partial differential equations (Q6645961) (← links)
• Time integration schemes based on neural networks for solving partial differential equations on coarse grids (Q6670111) (← links)