Differential learning methods for solving fully nonlinear PDEs

William Lefebvre, Grégoire Loeper, Huyên PhamFinTech金融人工智能Top Field

Digital Finance2023-03-01BNP Paribas (France); Sorbonne Université; Université Paris Cité; Centre National de la Recherche Scientifique; Monash UniversityDOI

Citations11

Nonlinear systemMathematicsPartial differential equationArtificial neural networkMathematical optimizationApplied mathematicsStochastic differential equationMartingale (probability theory)Computer scienceArtificial intelligenceMathematical analysisStochastic processes and financial applications

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