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"From continuous-time formulations to discretization schemes: tensor trains ..."
Lorenz Richter, Leon Sallandt, Nikolas Nüsken (2024)
- Lorenz Richter, Leon Sallandt, Nikolas Nüsken:
From continuous-time formulations to discretization schemes: tensor trains and robust regression for BSDEs and parabolic PDEs. J. Mach. Learn. Res. 25: 248:1-248:40 (2024)

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