Deep Signature Approach for McKean-Vlasov FBSDEs in a Random Environment

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hu, Ruimeng, Jin, Botao, Laurière, Mathieu, Zhang, Jiacheng
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2511.09112