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Published at December 4

Deep Operator BSDE: a Numerical Scheme to Approximate the Solution Operators

math.NA
cs.LG
cs.NA
math.PR
60H10, 60H35, 65G99, 65C05, 60H07, 65C05, 68T07

Released Date: December 4, 2024

Authors: Giulia Di Nunno1, Pere Díaz Lozano1

Aff.: 1Department of Mathematics, University of Oslo

Arxiv: http://arxiv.org/pdf/2412.03405v1