SOLVING HIGH-DIMENSIONAL SEMILINEAR PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS WITH DEEP BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS
Parabolic partial differential equations are partial differential equations that can describe many phenomena, such as the movement of particles, heat conduction, until derivative pricing in finance. The nonlinear terms which are not originated in the highest order and the addition of spatial dimensi...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/47752 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |