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"Convergence Analysis of the Deep Splitting Scheme: the Case of Partial ..."

Rüdiger Frey, Verena Köck (2022)

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DOI: 10.48550/ARXIV.2206.01597

access: open

type: Informal or Other Publication

metadata version: 2022-06-13

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  - journals/corr/abs-2206-01597
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  - https://dblp.org/rec/journals/corr/abs-2206-01597
Rüdiger Frey, Verena Köck:
Convergence Analysis of the Deep Splitting Scheme: the Case of Partial Integro-Differential Equations and the associated FBSDEs with Jumps. CoRR abs/2206.01597 (2022)

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