Solving high-dimensional Kolmogorov backward equations with functional hierarchical tensor operators

Fuente: arXiv

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Bibliographic Details
Main Authors:	Tang, Xun, Collis, Leah, Ying, Lexing
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis 65M99, 15A69, 65F99
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2404.08823