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Found 2,867 Documents (Results 1–100)

A forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations. arXiv:2408.05620

Preprint, arXiv:2408.05620 [math.NA] (2024).
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A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations. arXiv:2404.08456

Preprint, arXiv:2404.08456 [math.NA] (2024).
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Properties for transposition solutions to operator-valued BSEEs, and applications to robust second order necessary conditions for controlled SEEs. arXiv:2403.15710

Preprint, arXiv:2403.15710 [math.OC] (2024).
MSC:  93E20 60H07 60H10
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