On Multilevel Picard Numerical Approximations for High-Dimensional Nonlinear Parabolic Partial Differential Equations and High-Dimensional Nonlinear Backward Stochastic Differential Equations - researchr publication

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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. [doi]

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