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Deep ReLU neural networks overcome the curse of dimensionality for partial integrodifferential equations - MaRDI portal

Deep ReLU neural networks overcome the curse of dimensionality for partial integrodifferential equations (Q5873924)

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scientific article; zbMATH DE number 7652560
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Deep ReLU neural networks overcome the curse of dimensionality for partial integrodifferential equations
scientific article; zbMATH DE number 7652560

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    Deep ReLU neural networks overcome the curse of dimensionality for partial integrodifferential equations (English)
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    10 February 2023
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    deep neural network
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    jump-diffusion process
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    option pricing
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    partial integrodifferential equation
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    expression rate
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    curse of dimensionality
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