Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs

Fuente: arXiv

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Bibliographic Details
Main Authors:	Neufeld, Ariel, Schmocker, Philipp, Wu, Sizhou
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis Machine Learning Probability Mathematical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2405.05192