Deep learning based on randomized quasi-Monte Carlo method for solving linear Kolmogorov partial differential equation

DOI10.1016/j.cam.2024.116088MaRDI QIDQ6582041

Xiaoqun Wang, Unnamed Author, Jichang Xiao

Publication date: 1 August 2024

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

generalization errordeep learningrandomized quasi-Monte Carlolinear Kolmogorov equations

Mathematics Subject Classification ID

Numerical approximation and computational geometry (primarily algorithms) (65Dxx) Artificial intelligence (68Txx) Probabilistic methods, stochastic differential equations (65Cxx)

This page was built for publication: Deep learning based on randomized quasi-Monte Carlo method for solving linear Kolmogorov partial differential equation