FBSDE based Neural Network Algorithms for High-Dimensional Quasilinear Parabolic PDEs

DOI10.1016/J.JCP.2022.111557arXiv2012.07924WikidataQ114163188 ScholiaQ114163188MaRDI QIDQ6356093

Wenzhong Zhang, Wei Cai

Publication date: 14 December 2020

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Numerical methods for partial differential equations, boundary value problems (65Nxx) Partial differential equations of mathematical physics and other areas of application (35Qxx)

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