Pages that link to "Item:Q2296088"
From MaRDI portal
The following pages link to A branching particle system approximation for a class of FBSDEs (Q2296088):
Displaying 8 items.
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← 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)
- Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) (← links)
- A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle (Q6548536) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of high-dimensional semilinear elliptic partial differential equations (Q6645961) (← links)
