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Exponential Expression Rates for Neural Operator Approx to the Solution Operator of Certain FBSDEs
Description:
Explore exponential expression rates for neural operator approximation to the solution operator of certain Forward-Backward Stochastic Differential Equations (FBSDEs) in this 25-minute conference talk by Anastasis Kratsios from McMaster University. Delivered at the Eastern Conference on Mathematical Finance, hosted by the Fields Institute on September 26th, 2024, delve into advanced mathematical concepts at the intersection of neural networks, stochastic processes, and financial modeling. Gain insights into cutting-edge research that bridges machine learning techniques with complex mathematical finance problems, potentially revolutionizing approaches to solving FBSDEs in various applications.

Exponential Expression Rates for Neural Operator Approximation to Solution Operators of FBSDEs

Fields Institute
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