articleCommunications in Mathematics and StatisticsNov 10, 2017GREEN OA

Deep Learning-Based Numerical Methods for High-Dimensional Parabolic Partial Differential Equations and Backward Stochastic Differential Equations

EWE WeinanJHJiequn HanAJArnulf Jentzen

Peking University · Beijing Institute of Big Data Research · +2 more institutions

Indexed inarxivcrossref

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Topics
Keywords
  • Nonlinear system
  • Partial differential equation
  • Stochastic partial differential equation
  • Dimension (graph theory)
  • Parabolic partial differential equation
  • Mathematics
  • Stochastic differential equation
  • Reinforcement learning
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