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]
@article{HutzenthalerJKN23,
title = {Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations},
author = {Martin Hutzenthaler and Arnulf Jentzen and Thomas Kruse and Tuan-Anh Nguyen},
year = {2023},
doi = {10.1515/jnma-2021-0111},
url = {https://doi.org/10.1515/jnma-2021-0111},
researchr = {https://researchr.org/publication/HutzenthalerJKN23},
cites = {0},
citedby = {0},
journal = {J. Num. Math.},
volume = {31},
number = {1},
pages = {1-28},
}