Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus
Crossref DOI link: https://doi.org/10.1007/s42985-023-00240-4
Published Online: 2023-06-08
Published Print: 2023-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Takahashi, Akihiko
Yamada, Toshihiro
Funding for this research was provided by:
Japan Science and Technology Agency (JPMJPR2029)
Text and Data Mining valid from 2023-06-08
Version of Record valid from 2023-06-08
Article History
Received: 22 May 2021
Accepted: 8 May 2023
First Online: 8 June 2023