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Found 3 papers, 1 papers with code
Deep learning for gradient flows using the Brezis-Ekeland principle
We propose a deep learning method for the numerical solution of partial differential equations that arise as gradient flows.
Dynamic Survival Analysis for non-Markovian Epidemic Models
We present a new method for analyzing stochastic epidemic models under minimal assumptions.
Valuation of European Options under an Uncertain Market Price of Volatility Risk
Keywords: Uncertain market price, Volatility risk, Hamilton-Jacobi-Bellman equation, Finite element method, Uncertainty quantification
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