The Kolmogorov infinite dimensional equation in a Hilbert space via deep learning methods
From MaRDI portal
Publication:6112485
DOI10.1016/j.jmaa.2023.127413arXiv2206.06451OpenAlexW4377030808MaRDI QIDQ6112485
Publication date: 7 August 2023
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.06451
Nonlinear parabolic equations (35K55) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Artificial intelligence (68Txx) Theory of computing (68Qxx) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
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