Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance and Finance
In this paper we study deep neural network algorithms for solving linear and semilinear parabolic partial integro-differential equations with boundary conditions in high dimension. Our method can be considered as an extension of the deep splitting method for PDEs to equations with non-local terms. T...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-11-01
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| Series: | Computation |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2079-3197/10/11/201 |