Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations

Martin Hutzenthaler, Arnulf Jentzen, Thomas Kruse, Tuan-Anh Nguyen. Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations. J. Num. Math., 31(1):1-28, 2023. [doi]

Abstract

Abstract is missing.