Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations
Hutzenthaler M, Jentzen A, Kruse T, Nguyen TA (2022)
Journal of Numerical Mathematics.
Zeitschriftenaufsatz
| Veröffentlicht | Englisch
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Autor*in
Hutzenthaler, Martin;
Jentzen, Arnulf;
Kruse, Thomas;
Nguyen, Tuan AnhUniBi
Einrichtung
Erscheinungsjahr
2022
Zeitschriftentitel
Journal of Numerical Mathematics
ISSN
1570-2820
eISSN
1569-3953
Page URI
https://pub.uni-bielefeld.de/record/2993863
Zitieren
Hutzenthaler M, Jentzen A, Kruse T, Nguyen TA. Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations. Journal of Numerical Mathematics. 2022.
Hutzenthaler, M., Jentzen, A., Kruse, T., & Nguyen, T. A. (2022). Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations. Journal of Numerical Mathematics. https://doi.org/10.1515/jnma-2021-0111
Hutzenthaler, Martin, Jentzen, Arnulf, Kruse, Thomas, and Nguyen, Tuan Anh. 2022. “Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations”. Journal of Numerical Mathematics.
Hutzenthaler, M., Jentzen, A., Kruse, T., and Nguyen, T. A. (2022). Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations. Journal of Numerical Mathematics.
Hutzenthaler, M., et al., 2022. Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations. Journal of Numerical Mathematics.
M. Hutzenthaler, et al., “Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations”, Journal of Numerical Mathematics, 2022.
Hutzenthaler, M., Jentzen, A., Kruse, T., Nguyen, T.A.: Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations. Journal of Numerical Mathematics. (2022).
Hutzenthaler, Martin, Jentzen, Arnulf, Kruse, Thomas, and Nguyen, Tuan Anh. “Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations”. Journal of Numerical Mathematics (2022).
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