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Line 62: </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