Higher-order deep solver of non-linear PDEs implied by a non-linear discrete Clark-Ocone formula (Q5047111)
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scientific article; zbMATH DE number 7614420
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher-order deep solver of non-linear PDEs implied by a non-linear discrete Clark-Ocone formula |
scientific article; zbMATH DE number 7614420 |
Statements
Higher-order deep solver of non-linear PDEs implied by a non-linear discrete Clark-Ocone formula (English)
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9 November 2022
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deep solver of PDE
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non-linear Clark-Ocone formula
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stochastic gradient descent
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forward-backward stochastic differential equation
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