Rectified deep neural networks overcome the curse of dimensionality when approximating solutions of McKean-Vlasov stochastic differential equations

Artificial neural networks and deep learning (68T07) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

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Ecole d'été de probabilités de Saint-Flour XIX, France, du 16 août au 2 septembre 1989
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