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Path-Dependent Deep Galerkin Method: A Neural Network Approach to Solve Path-Dependent Partial Differential Equations.
Yuri F. Saporito
Zhaoyu Zhang
Published in:
SIAM J. Financial Math. (2021)
Keyphrases
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partial differential equations
neural network
similarity measure
image processing
pattern recognition
differential equations
anisotropic diffusion
numerical scheme