zhanghaihai192 / deepbsde-clone Goto Github PK
View Code? Open in Web Editor NEWAn implementation of Frank Han's Deep BSDE Solver (Weinan, E., Jiequn Han, and Arnulf Jentzen. "Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations." Communications in Mathematics and Statistics 5.4 (2017): 349-380)