Kremsner, Stefan; Steinicke, Alexander; Szölgyenyi, … - In: Risks : open access journal 8 (2020) 4/136, pp. 1-18
deterministic semilinear (degenerate) elliptic partial differential equations. In the present paper we propose a novel deep neural … network algorithm for solving such partial differential equations in high dimensions in order to be able to compute the … partial differential equations to backward stochastic differential equations with unbounded random terminal time. In …