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06/23/2023
New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion
This paper presents a novel generic asymptotic expansion formula of expe...
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01/25/2021
A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver
This paper introduces a new approximation scheme for solving high-dimens...
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12/22/2020