"A new efficient approximation scheme for solving high-dimensional ..."

Akihiko Takahashi, Yoshifumi Tsuchida, Toshihiro Yamada (2022)

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DOI: 10.1016/J.JCP.2022.110956

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type: Journal Article

metadata version: 2023-08-28

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Akihiko Takahashi, Yoshifumi Tsuchida, Toshihiro Yamada:
A new efficient approximation scheme for solving high-dimensional semilinear PDEs: Control variate method for Deep BSDE solver. J. Comput. Phys. 454: 110956 (2022)

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