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A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver - MaRDI portal

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A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver (Q6358936)

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scientific article
Language Label Description Also known as
English
A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver
scientific article

    Statements

    publication date
    24 January 2021
    0 references
    arXiv classification
    math.NA
    0 references
    cs.NA
    0 references
    q-fin.CP
    0 references
    author
    Akihiko Takahashi
    0 references
    Yoshifumi Tsuchida
    0 references
    Toshihiro Yamada
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    Identifiers

    arXiv ID
    2101.09890
    0 references
    Mathematics Subject Classification ID
    60Hxx
    0 references
    91Gxx
    0 references
    65Cxx
    0 references
    Wikidata QID
    Q114163372
    0 references
     
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