Convolutional neural network based simulation and analysis for backward stochastic partial differential equations
DOI10.1016/j.camwa.2022.05.019OpenAlexW4281709890WikidataQ114201450 ScholiaQ114201450MaRDI QIDQ2159857
Publication date: 2 August 2022
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2022.05.019
backward stochastic partial differential equationAI based Monte Carlo simulationCauchy terminal value problemconvolution neural network modelingMean-square and almost sure convergencerandom field Malliavin calculus
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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