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"Deep learning based numerical approximation algorithms for stochastic ..."

Christian Beck et al. (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-10-14

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2012-01194
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  - https://dblp.org/rec/journals/corr/abs-2012-01194
Christian Beck, Sebastian Becker, Patrick Cheridito, Arnulf Jentzen, Ariel Neufeld:
Deep learning based numerical approximation algorithms for stochastic partial differential equations and high-dimensional nonlinear filtering problems. CoRR abs/2012.01194 (2020)

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