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"Learning High-Dimensional McKean-Vlasov Forward-Backward Stochastic ..."

Jiequn Han, Ruimeng Hu, Jihao Long (2024)

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DOI: 10.1137/22M151861X

access: closed

type: Journal Article

metadata version: 2024-01-13

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Jiequn Han, Ruimeng Hu, Jihao Long:
Learning High-Dimensional McKean-Vlasov Forward-Backward Stochastic Differential Equations with General Distribution Dependence. SIAM J. Numer. Anal. 62(1): 1-24 (2024)

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