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20192024
most citedDeep learning algorithms for solving high dimensional nonlinear backward stochastic differential equations

10 citations · 15 across the 5 of their papers we have counts for

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math.NA2024

A forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations

Lorenc Kapllani, Long Teng

In this work, we present a novel forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations (BSDEs). Motiv…

math.NA2024

A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations

Lorenc Kapllani, Long Teng

In this work, we propose a novel backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations (BSDEs), wher…