Learning High-Dimensional McKean-Vlasov Forward-Backward Stochastic Differential Equations with General Distribution Dependence

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Jiequn Han, Ruimeng Hu, Jihao Long

Published: 01 Jan 2024, Last Modified: 25 Aug 2024SIAM J. Numer. Anal. 2024EveryoneRevisionsBibTeXCC BY-SA 4.0