Proposes an unbiased, second-order-free training framework for BSDE solvers of high-dimensional PDEs that corrects Euler-Maruyama discretization bias while preserving computational advantages.
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Unbiased and Second-Order-Free Training for High-Dimensional PDEs
Proposes an unbiased, second-order-free training framework for BSDE solvers of high-dimensional PDEs that corrects Euler-Maruyama discretization bias while preserving computational advantages.