Pages that link to "Item:Q2201474"

The following pages link to Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474):

Displaying 24 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)
• Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations (Q2025321) (← links)
• On existence and uniqueness properties for solutions of stochastic fixed point equations (Q2033965) (← links)
• Multilevel Picard iterations for solving smooth semilinear parabolic heat equations (Q2063953) (← links)
• Pseudorandom vector generation using elliptic curves and applications to Wiener processes (Q2101189) (← links)
• SelectNet: self-paced learning for high-dimensional partial differential equations (Q2131038) (← links)
• Small collaboration: Numerical analysis of electromagnetic problems. Abstracts from the mini-workshop held March 21--27, 2021 (hybrid meeting) (Q2131209) (← links)
• Extensions of the deep Galerkin method (Q2148058) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (Q2162115) (← links)
• Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions (Q2165859) (← links)
• A numerical approach to Kolmogorov equation in high dimension based on Gaussian analysis (Q2208270) (← links)
• Space-time error estimates for deep neural network approximations for differential equations (Q2683168) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
• An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
• Deep Splitting Method for Parabolic PDEs (Q4958922) (← links)
• Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) (← links)
• On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations (Q5021119) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations (Q5161194) (← links)
• Numerical Simulations for Full History Recursive Multilevel Picard Approximations for Systems of High-Dimensional Partial Differential Equations (Q5162373) (← links)
• Neural network approximation: three hidden layers are enough (Q6054944) (← links)
• Three ways to solve partial differential equations with neural networks — A review (Q6068232) (← links)
• Friedrichs Learning: Weak Solutions of Partial Differential Equations via Deep Learning (Q6108164) (← links)
• Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing (Q6178392) (← links)
• Solving PDEs on unknown manifolds with machine learning (Q6499004) (← links)