Derives computable a posteriori error bounds for decoupled neural approximations of fully coupled FBSDEs that depend on terminal defect, pathwise residual, and control mismatch, backed by continuous-time stability estimates and numerical tests.
Multidimensional Stochastic Burgers Equation
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A Posteriori Error Analysis for Decoupled Neural Approximations of Fully Coupled FBSDEs with Control Mismatch
Derives computable a posteriori error bounds for decoupled neural approximations of fully coupled FBSDEs that depend on terminal defect, pathwise residual, and control mismatch, backed by continuous-time stability estimates and numerical tests.