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20182026
most citedDeep learning algorithms for solving high dimensional nonlinear backward stochastic differential equations

10 citations · 22 across the 6 of their papers we have counts for

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math.NA2021

Gradient boosting-based numerical methods for high-dimensional backward stochastic differential equations

Long Teng

In this work we propose a new algorithm for solving high-dimensional backward stochastic differential equations (BSDEs). Based on the general theta-discretization for the time-inte…