A forward scheme with machine learning for forward-backward SDEs with jumps by decoupling jumps

Fuente: arXiv

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Bibliographic Details
Main Authors:	Kawai, Reiichiro, Naito, Riu, Yamada, Toshihiro
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis Probability 60H30, 60G55, 35R09, 65C30, 68T07
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2410.09666