Error analysis for empirical risk minimization over clipped ReLU networks in solving linear Kolmogorov partial differential equations

DOI10.4208/nmtma.oa-2024-0026MaRDI QIDQ6662424

Xiaoqun Wang, Jichang Xiao

Publication date: 14 January 2025

Published in: Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)

zbMATH Keywords

curse of dimensionalitygeneralization errorempirical risk minimizationlinear Kolmogorov PDE

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical solutions to stochastic differential and integral equations (65C30) Neural nets and related approaches to inference from stochastic processes (62M45)

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