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From continuous-time formulations to discretization schemes: tensor trains and robust regression for BSDEs and parabolic PDEs - MaRDI portal

From continuous-time formulations to discretization schemes: tensor trains and robust regression for BSDEs and parabolic PDEs

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Publication:6445455

arXiv2307.15496MaRDI QIDQ6445455

Author name not available (Why is that?)

Publication date: 28 July 2023




Has companion code repository: https://github.com/lorenzrichter/PDE-backward-solver








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