arXiv Machine Learning July 9, 2026 By Pere Diaz-Lozano, Giulia Di Nunno

Deep Operator BSDE: a Numerical Scheme to Approximate Solution Operators

Read the original on arXiv Machine Learning →

arXiv:2412. 03405v3 Announce Type: replace-cross Abstract: Motivated by dynamic risk measures and conditional $g$-expectations, in this work we propose a numerical method to approximate the solution operator given by a Backward Stochastic Differential Equation (BSDE).

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