This study focuses on the numerical resolution of backward stochastic differential equations with data dependent on a jump-diffusion process. We propose and analyse a numerical scheme based on ...

JIANBO CUI, JIALIN HONG, STRONG AND WEAK CONVERGENCE RATES OF A SPATIAL APPROXIMATION FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATION WITH ONE-SIDED LIPSCHITZ COEFFICIENT, SIAM Journal on Numerical ...

MIT solved a century-old differential equation to break 'liquid' AI's computational bottleneck The discovery could usher in a new generation of weather forecasting and autonomous vehicle driving ...

Other neural nets haven’t progressed beyond simple addition and multiplication, but this one calculates integrals and solves differential equations.