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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion
Takahashi, Akihiko
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Yamada, Toshihiro
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2023
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This version: July 3, 2023
Persistent link: https://www.econbiz.de/10014383870
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A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
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2021
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Revised in August, November 2021, January and February 2022
Persistent link: https://www.econbiz.de/10013335002
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Supplementary file for "sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga
;
Takahashi, Akihiko
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2021
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Revised in March 2021
Persistent link: https://www.econbiz.de/10013335007
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Asymptotic expansion and deep neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with nonlinear coeffi...
Takahashi, Akihiko
;
Yamada, Toshihiro
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2021
Persistent link: https://www.econbiz.de/10013336341
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