Revision as of 12:50, 11 July 2024 edit AzzurroLan (talk \| contribs) 179 edits →3. Backward stochastic differential equation(BSDE) ← Previous edit		Revision as of 12:51, 11 July 2024 edit undo AzzurroLan (talk \| contribs) 179 edits →3. Backward stochastic differential equation(BSDE) Next edit →
Line 61: u(t, X_t) - u(0, X_0) </math> <math>= - \int_0^t f\left(s, X_s, u(s, X_s), \sigma^T(s, X_s)\nabla u(s, X_s)\right) \, ds + \int_0^t \nabla u(s, X_s) \cdot \sigma(s, X_s) \, dW_s </math>

Deep backward stochastic differential equation method: Difference between revisions