"A forward scheme with machine learning for forward-backward SDEs with ..."

Reiichiro Kawai, Riu Naito, Toshihiro Yamada (2024)

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DOI: 10.48550/ARXIV.2410.09666

access: open

type: Informal or Other Publication

metadata version: 2024-11-22

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  - journals/corr/abs-2410-09666
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  - https://dblp.org/rec/journals/corr/abs-2410-09666
Reiichiro Kawai, Riu Naito, Toshihiro Yamada:
A forward scheme with machine learning for forward-backward SDEs with jumps by decoupling jumps. CoRR abs/2410.09666 (2024)

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