FBSDE based neural network algorithms for high-dimensional quasilinear parabolic PDEs (Q2083635)
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scientific article; zbMATH DE number 7599601
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FBSDE based neural network algorithms for high-dimensional quasilinear parabolic PDEs |
scientific article; zbMATH DE number 7599601 |
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FBSDE based neural network algorithms for high-dimensional quasilinear parabolic PDEs (English)
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11 October 2022
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forward and backward SDEs
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Feynman-Kac formula
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multi-scale deep neural network
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quasilinear parabolic equations
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Pardoux-Peng theory
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