PDGM: a Neural Network Approach to Solve Path-Dependent Partial Differential Equations

4 March 2020

Papers citing "PDGM: a Neural Network Approach to Solve Path-Dependent Partial Differential Equations"

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Title
A deep learning approach to the probabilistic numerical solution of path-dependent partial differential equations Jiang Yu Nguwi Nicolas Privault 35 5 0 28 Sep 2022