Time-inconsistent control problems, path-dependent PDEs, and neural network approximation

由 Nguwi, Jiang Yu
出版 2022

Characterization of stochastic equilibrium controls by the Malliavin calculus

由 Nguwi, Jiang Yu, Privault, Nicolas
出版 2022

Numerical solution of the modified and non-Newtonian Burgers equations by stochastic coded trees

由 Nguwi, Jiang Yu, Privault, Nicolas
出版 2023

A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders

由 Nguwi, Jiang Yu, Penent, Guillaume, Privault, Nicolas
出版 2023

A deep branching solver for fully nonlinear partial differential equations

由 Nguwi, Jiang Yu, Penent, Guillaume, Privault, Nicolas
出版 2024