Sökning: "Nonlinear Feynman-Kac"
Hittade 1 uppsats innehållade orden Nonlinear Feynman-Kac.
1. Exploring backward stochastic differential equations and deep learning for high-dimensional partial differential equations and European option pricing
Kandidat-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikationSammanfattning : Many phenomena in our world can be described as differential equations in high dimensions. However, they are notoriously challenging to solve numerically due to the exponential growth in computational cost with increasing dimensions. LÄS MER
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