A New Efficient Approximation Scheme for Solving High-Dimensional Semilinear PDEs: Control Variate Method for Deep BSDE Solver
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2020 ◽
Vol 37
(7)
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pp. 313-320
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pp. 213-219
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pp. 283-299
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2019 ◽
Vol 142
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pp. 1-8
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