Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433)
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scientific article; zbMATH DE number 7671464
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations |
scientific article; zbMATH DE number 7671464 |
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Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (English)
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3 April 2023
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backward stochastic differential equation
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curse of dimensionality
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multilevel Picard method
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