A deep learning method for solving multi-dimensional coupled forward-backward doubly SDEs
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Publication:6585377
DOI10.1016/j.camwa.2024.07.015MaRDI QIDQ6585377
Bin Teng, Sicong Wang, Yufeng Shi, Qingfeng Zhu
Publication date: 9 August 2024
Published in: Computers & Mathematics with Applications (Search for Journal in Brave)
neural networksstochastic partial differential equationsdeep learningforward-backward doubly stochastic differential equations
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