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20132019
most citedDeep neural networks algorithms for stochastic control problems on finite horizon: convergence analysis

97 citations · 117 across the 5 of their papers we have counts for

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math.PR2013

Euler time discretization of Backward Doubly SDEs and Application to Semilinear SPDEs

Achref Bachouch, Mohamed Anis Ben Lasmar, Anis Matoussi +1

This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is bas…