Rectified deep neural networks overcome the curse of dimensionality when approximating solutions of McKean-Vlasov stochastic differential equations (Q6614361)

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scientific article; zbMATH DE number 7922158
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Rectified deep neural networks overcome the curse of dimensionality when approximating solutions of McKean-Vlasov stochastic differential equations
scientific article; zbMATH DE number 7922158

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    Rectified deep neural networks overcome the curse of dimensionality when approximating solutions of McKean-Vlasov stochastic differential equations (English)
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    7 October 2024
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    McKean-Vlasov SDEs
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    high-dimensional SDEs
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    rectified deep neural networks
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    complexity analysis
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    curse of dimensionality
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    multilevel Picard approximation
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