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Deep learning numerical methods for high-dimensional fully nonlinear
  PIDEs and coupled FBSDEs with jumps

Deep learning numerical methods for high-dimensional fully nonlinear PIDEs and coupled FBSDEs with jumps

30 January 2023
Wansheng Wang
Jie Wang
Jinping Li
Feifei Gao
Yida Fu
ArXivPDFHTML

Papers citing "Deep learning numerical methods for high-dimensional fully nonlinear PIDEs and coupled FBSDEs with jumps"

2 / 2 papers shown
Title
Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs
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
Temporal Difference Learning for High-Dimensional PIDEs with Jumps
Liwei Lu
Hailong Guo
Xueqing Yang
Yi Zhu
AI4CE
23
6
0
06 Jul 2023
1