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"Solving high-dimensional Kolmogorov backward equations with functional ..."
Xun Tang, Leah Collis, Lexing Ying (2024)
- Xun Tang, Leah Collis, Lexing Ying:
Solving high-dimensional Kolmogorov backward equations with functional hierarchical tensor operators. CoRR abs/2404.08823 (2024)
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