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"Learning High-Dimensional McKean-Vlasov Forward-Backward Stochastic ..."

Jiequn Han, Ruimeng Hu, Jihao Long (2022)

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DOI: 10.48550/ARXIV.2204.11924

access: open

type: Informal or Other Publication

metadata version: 2022-04-29

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  - journals/corr/abs-2204-11924
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  - https://dblp.org/rec/journals/corr/abs-2204-11924
Jiequn Han, Ruimeng Hu, Jihao Long:
Learning High-Dimensional McKean-Vlasov Forward-Backward Stochastic Differential Equations with General Distribution Dependence. CoRR abs/2204.11924 (2022)

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