Feng, Jing; Wang, Xiaolong; Liu, Qi; Li, Yongge; Xu, Yong Deep learning-based parameter estimation of stochastic differential equations driven by fractional Brownian motions with measurement noise. (English) Zbl 07759157 Commun. Nonlinear Sci. Numer. Simul. 127, Article ID 107589, 16 p. (2023). MSC: 65C30 60G22 60H10 PDFBibTeX XMLCite \textit{J. Feng} et al., Commun. Nonlinear Sci. Numer. Simul. 127, Article ID 107589, 16 p. (2023; Zbl 07759157) Full Text: DOI
Niekamp, Rainer; Niemann, Johanna; Schröder, Jörg A surrogate model for the prediction of permeabilities and flow through porous media: a machine learning approach based on stochastic Brownian motion. (English) Zbl 1524.76464 Comput. Mech. 71, No. 3, 563-581 (2023). MSC: 76S05 76M35 PDFBibTeX XMLCite \textit{R. Niekamp} et al., Comput. Mech. 71, No. 3, 563--581 (2023; Zbl 1524.76464) Full Text: DOI
Allouche, Michaël; Girard, Stéphane; Gobet, Emmanuel A generative model for fBm with deep ReLU neural networks. (English) Zbl 07583920 J. Complexity 73, Article ID 101667, 27 p. (2022). MSC: 62M45 60G15 60G22 PDFBibTeX XMLCite \textit{M. Allouche} et al., J. Complexity 73, Article ID 101667, 27 p. (2022; Zbl 07583920) Full Text: DOI
Han, Jihun; Nica, Mihai; Stinchcombe, Adam R. A derivative-free method for solving elliptic partial differential equations with deep neural networks. (English) Zbl 07507233 J. Comput. Phys. 419, Article ID 109672, 18 p. (2020). MSC: 92-XX 68-XX PDFBibTeX XMLCite \textit{J. Han} et al., J. Comput. Phys. 419, Article ID 109672, 18 p. (2020; Zbl 07507233) Full Text: DOI arXiv
Stone, Henry Calibrating rough volatility models: a convolutional neural network approach. (English) Zbl 1466.91318 Quant. Finance 20, No. 3, 379-392 (2020). MSC: 91G15 60G22 68T05 PDFBibTeX XMLCite \textit{H. Stone}, Quant. Finance 20, No. 3, 379--392 (2020; Zbl 1466.91318) Full Text: DOI arXiv
Beck, Christian; E, Weinan; Jentzen, Arnulf Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations. (English) Zbl 1442.91116 J. Nonlinear Sci. 29, No. 4, 1563-1619 (2019). MSC: 91G60 65M75 91G20 60H15 35Q91 PDFBibTeX XMLCite \textit{C. Beck} et al., J. Nonlinear Sci. 29, No. 4, 1563--1619 (2019; Zbl 1442.91116) Full Text: DOI arXiv