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"A new efficient approximation scheme for solving high-dimensional ..."
Akihiko Takahashi, Yoshifumi Tsuchida, Toshihiro Yamada (2022)
- Akihiko Takahashi, Yoshifumi Tsuchida
, Toshihiro Yamada:
A new efficient approximation scheme for solving high-dimensional semilinear PDEs: Control variate method for Deep BSDE solver. J. Comput. Phys. 454: 110956 (2022)
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