Convergence of the deep BSDE method for coupled FBSDEs
type: Item
instance of: scholarly article
title: Convergence of the deep BSDE method for coupled FBSDEs
zbMATH Open document ID: 1454.60105
author: Jiequn Han
author: Jihao Long
published in: Probability, Uncertainty and Quantitative Risk
publication date: 2021-01-28T00:00:00Z
full work available at URL: https://arxiv.org/abs/1811.01165
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 7302956
zbMATH Keywords: forward-backward SDE
zbMATH Keywords: weakly coupled condition
zbMATH Keywords: deep learning
zbMATH Keywords: high dimension
zbMATH Keywords: numerics
describes a project that uses: Adam
MaRDI profile type: Publication
OpenAlex ID: W2899507754
arXiv ID: 1811.01165
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DOI: 10.1186/S41546-020-00047-W
description: scientific article