A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver
arXiv (2021) - Comments
arxiv: 2101.09890  issn: 2331-8422  doi: 10.1016/j.jcp.2022.110956 

Akihiko Takahashi, Yoshifumi Tsuchida, Toshihiro Yamada