Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance Mathematics

23 September 2021

Papers citing "Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance Mathematics"

3 / 3 papers shown

Title
Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs Ariel Neufeld Philipp Schmocker Sizhou Wu 45 7 0 08 May 2024
Temporal Difference Learning for High-Dimensional PIDEs with Jumps Liwei Lu Hailong Guo Xueqing Yang Yi Zhu AI4CE 23 6 0 06 Jul 2023
An overview on deep learning-based approximation methods for partial differential equations C. Beck Martin Hutzenthaler Arnulf Jentzen Benno Kuckuck 30 146 0 22 Dec 2020