Machine Learning Approximation Algorithms for High-Dimensional Fully Nonlinear Partial Differential Equations and Second-order Backward Stochastic Differential Equations
Crossref DOI link: https://doi.org/10.1007/s00332-018-9525-3
Published Online: 2019-01-07
Published Print: 2019-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Beck, Christian http://orcid.org/0000-0002-3609-7778
E, Weinan
Jentzen, Arnulf
Funding for this research was provided by:
NNFSC (91130005)
Office of Naval Research (N00014-13-1-0338)
U.S. Department of Energy (DE-SC0009248)
Text and Data Mining valid from 2019-01-07
Version of Record valid from 2019-01-07
Article History
Received: 10 October 2017
Accepted: 6 December 2018
First Online: 7 January 2019