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L. Richter

From continuous-time formulations to discretization schemes: tensor trains and robust regression for BSDEs and parabolic PDEs
Interpolating between BSDEs and PINNs – deep learning for elliptic and parabolic boundary value problems
Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space
Solving high-dimensional parabolic PDEs using the tensor train format
VarGrad: A Low-Variance Gradient Estimator for Variational Inference

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