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20192026
most citedThree algorithms for solving high-dimensional fully-coupled FBSDEs through deep learning

4 citations · 5 across the 4 of their papers we have counts for

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math.OC2026

A Posteriori Error Analysis for Decoupled Neural Approximations of Fully Coupled FBSDEs with Control Mismatch

Xichuan Zhang

This paper develops an a posteriori error analysis framework for decoupled neural approximations of fully coupled forward--backward stochastic differential equations (FBSDEs). It p…