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20132026
most citedLarge Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs

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math.NA2026

Deep numerical schemes for systems of Ergodic BSDEs with applications to regime-switching forward utilities

Guillaume Broux-Quemerais, Sarah Kaakai, Anis Matoussi +1

In this paper, we introduce two neural-network-based numerical schemes for solving systems of coupled ergodic Backward Stochastic Differential Equations (eBSDEs), motivated by the…