Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus

Akihiko Takahashi, Toshihiro Yamada

Year of publication:	May 2023 ; This version: May 9, 2023
Authors:	Takahashi, Akihiko ; Yamada, Toshihiro
Publisher:	[Tokyo] : [CIRJE, Faculty of Economics, University of Tokyo]
Subject:	Asymptotic expansion \| Deep learning \| Kolmogorov PDEs \| Malliavin calculus \| Curse of dimensionality \| Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Lernprozess \| Learning process

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