"A machine learning solver for high-dimensional integrals: Solving ..."

Riu Naito, Toshihiro Yamada (2020)

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type: Informal or Other Publication

metadata version: 2021-01-05

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  - journals/corr/abs-2012-12346
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  - https://dblp.org/rec/journals/corr/abs-2012-12346
Riu Naito, Toshihiro Yamada:
A machine learning solver for high-dimensional integrals: Solving Kolmogorov PDEs by stochastic weighted minimization and stochastic gradient descent through a high-order weak approximation scheme of SDEs with Malliavin weights. CoRR abs/2012.12346 (2020)

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