"On Multilevel Picard Numerical Approximations for High-Dimensional ..."

Weinan E et al. (2019)

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DOI: 10.1007/S10915-018-00903-0

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type: Journal Article

metadata version: 2025-01-19

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Weinan E, Martin Hutzenthaler, Arnulf Jentzen, Thomas Kruse:
On Multilevel Picard Numerical Approximations for High-Dimensional Nonlinear Parabolic Partial Differential Equations and High-Dimensional Nonlinear Backward Stochastic Differential Equations. J. Sci. Comput. 79(3): 1534-1571 (2019)

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