Solving Differential Equations and Kolmogorov Equations using Deep Learning

From: https://medium.com/nieuwsgierigheid/solving-differential-equations-and-kolmogorov-equations-using-deep-learning-c39aed011a10 This work seeks to make Beck et. al, 2018 understandable and put their solutions in a strong background to prepare for understanding of Stochastic Differential Equations. What are Stochastic Differential Equations? You’ve seen Ordinary Differential Equations. They are not spooky! They look like so: Equation 1: An Ordinary Differential Equation What defines an ordinary differential equation is … Continue reading Solving Differential Equations and Kolmogorov Equations using Deep Learning