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Convergence proofs and strong error bounds for forward-backward stochastic differential equations using neural network simulations

Fuente: arXiv

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Bibliographic Details
Main Author:	Sheridan-Methven, Oliver
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis Machine Learning 65C05, 65C30, 60H35, 93E03, 65M15, 68U20, 68W40, 93E99, and 60G99
Online Access:	Acceder al recurso
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