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 ...

Given a multi-dimensional Itô process whose drift and diffusion terms are adapted processes, we construct a weak solution to a stochastic differential equation that matches the distribution of the Itô ...

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