Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus (Q6176082)

scientific article; zbMATH DE number 7716550

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English	Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus	scientific article; zbMATH DE number 7716550

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instance of

scholarly article

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title

Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus (English)

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zbMATH Open document ID

1518.35214

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DOI

10.1007/s42985-023-00240-4

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SN Partial Differential Equations and Applications

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publication date

25 July 2023

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Mathematics Subject Classification ID

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asymptotic expansion

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deep learning

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Kolmogorov PDEs

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Malliavin calculus

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curse of dimensionality

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MaRDI profile type

MaRDI publication profile

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cites work

Solving the Kolmogorov PDE by means of deep learning

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Proof that deep artificial neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with constant diffusion and nonlinear drift coefficients

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Mathematics(1 entry)

mardi Publication:6176082