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]

Authors

Martin Hutzenthaler

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Arnulf Jentzen

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Thomas Kruse

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Tuan-Anh Nguyen

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