Xiangjun Wang

Deep-Control BSDE: Layerwise Brownian-Weighted Regression for High-Dimensional Semilinear PDEs

High-dimensional semilinear parabolic partial differential equations arise in stochastic control, financial engineering, and uncertainty quantification, but classical spatial discretizations suffer from the curse of dimensionality. Motivated by Gaussian perturbation and conditional regression in denoising score matchin...