"Convergence of the Deep BSDE method for FBSDEs with non-Lipschitz ..."

Yifan Jiang, Jinfeng Li (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-01-24

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2101-01869
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  - https://dblp.org/rec/journals/corr/abs-2101-01869
Yifan Jiang, Jinfeng Li:
Convergence of the Deep BSDE method for FBSDEs with non-Lipschitz coefficients. CoRR abs/2101.01869 (2021)

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