Establishes convergence for non-Lipschitz generators via bounded double-well lemma and truncated BSDE analysis, plus XNet architecture for efficient 100D PDE computation.
Sobo´l, Quasi-monte carlo methods, Progress in Nuclear Energy, 24 (1990), pp
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XNet-Enhanced Deep BSDE Method and Numerical Analysis
Establishes convergence for non-Lipschitz generators via bounded double-well lemma and truncated BSDE analysis, plus XNet architecture for efficient 100D PDE computation.