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

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1 paper

math.NA2023★ 1 cited

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

Wansheng Wang, Jie Wang, Jinping Li +2

We propose a deep learning algorithm for solving high-dimensional parabolic integro-differential equations (PIDEs) and high-dimensional forward-backward stochastic differential equ…