Deep Learning-Based Numerical Methods for High-Dimensional Parabolic Partial Differential Equations and Backward Stochastic Differential Equations-Reference-Cited by-同舟云学术

Deep Learning-Based Numerical Methods for High-Dimensional Parabolic Partial Differential Equations and Backward Stochastic Differential Equations

Published:2017-11-10 Issue:4 Volume:5 Page:349-380
ISSN:2194-6701
Container-title:Communications in Mathematics and Statistics
language:en
Short-container-title:Commun. Math. Stat.

Author:

E Weinan,Han Jiequn,Jentzen Arnulf

Funder

U.S. Department of Energy

U.S. Deparment of Energy

Office of Naval Research Global

National Natural Science Foundation of China

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Statistics and Probability

Link

http://link.springer.com/article/10.1007/s40304-017-0117-6/fulltext.html

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5. Briand, P., Labart, C.: Simulation of BSDEs by Wiener chaos expansion. Ann. Appl. Probab. 24(3), 1129–1171 (2014)

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