GitHub / ZakariaBensaid / DeepFBSDEJSolvers
Deep Global, Local and MultiStep solvers approximating the solutions of FBSDEs with jumps which are related to a class of (PIDEs) Partial Integro-Differential Equations.
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PURL: pkg:github/ZakariaBensaid/DeepFBSDEJSolvers
Stars: 1
Forks: 0
Open issues: 0
License: None
Language: Python
Size: 301 KB
Dependencies parsed at: Pending
Created at: almost 2 years ago
Updated at: 9 months ago
Pushed at: 9 months ago
Last synced at: 9 months ago
Topics: bsde, deep-learning, levy-processes, machine-learning, pde-solver, stochastic-differential-equations, tensorflow