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Deep signature FBSDE algorithm
Author(s) -
Qi Feng,
Man Luo,
Zhaoyu Zhang
Publication year - 2022
Publication title -
numerical algebra control and optimization
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.303
H-Index - 20
eISSN - 2155-3289
pISSN - 2155-3297
DOI - 10.3934/naco.2022028
Subject(s) - signature (topology) , algorithm , path (computing) , stochastic differential equation , convergence (economics) , computer science , range (aeronautics) , partial differential equation , mathematics , artificial intelligence , mathematical analysis , materials science , geometry , economics , composite material , programming language , economic growth

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