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2010.01319
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Deep learning algorithms for solving high dimensional nonlinear backward stochastic differential equations
3 October 2020
Lorenc Kapllani
Long Teng
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Papers citing
"Deep learning algorithms for solving high dimensional nonlinear backward stochastic differential equations"
2 / 2 papers shown
Title
Integration Matters for Learning PDEs with Backwards SDEs
Sungje Park
Stephen Tu
PINN
50
0
0
02 May 2025
A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations
Lorenc Kapllani
Long Teng
31
2
0
12 Apr 2024
1