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On Multilevel Picard Numerical Approximations for High-Dimensional Nonlinear Parabolic Partial Differential Equations and High-Dimensional Nonlinear Backward Stochastic Differential Equations
E, Weinan, Hutzenthaler, Martin, Jentzen, Arnulf, Kruse, ThomasLanguage:
english
Journal:
Journal of Scientific Computing
DOI:
10.1007/s10915-018-00903-0
Date:
March, 2019
File:
PDF, 755 KB
english, 2019