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1002.0175
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BSΔEs and BSDEs with non-Lipschitz drivers: Comparison, convergence and robustness
1 February 2010
Patrick Cheridito
M. Stadje
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ArXiv (abs)
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Papers citing
"BSΔEs and BSDEs with non-Lipschitz drivers: Comparison, convergence and robustness"
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An overview on deep learning-based approximation methods for partial differential equations
C. Beck
Martin Hutzenthaler
Arnulf Jentzen
Benno Kuckuck
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22 Dec 2020
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