conftrace_

backward stochastic differential equation

3 papers

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Also known as

BSDE

Co-occurring keywords · papers mentioning both

tensor train (2) numerical method (1) parabolic pde (1) parabolic partial differential equation (1) feynman's path integral (1) wentzel–kramers–brillouin (wkb) expansion (1) probability flow ode (1) tensor train format (1) high-dimensional problem (1) variational formulation (1)

Papers

From continuous-time formulations to discretization schemes: tensor trains and robust regression for BSDEs and parabolic PDEs JMLR 2024 Understanding Diffusion Models by Feynman’s Path Integral ICML 2024 Solving high-dimensional parabolic PDEs using the tensor train format ICML 2021