Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Convergence of the Deep BSDE method for FBSDEs with non-Lipschitz
  coefficients   This paper is dedicated to solving high-dimensional coupled FBSDEs with
non-Lipschitz diffusion coefficients numerically. Under mild conditions, we
provided a posterior estimate of the numerical solution that holds for any time
duration. This posterior estimate validates the convergence of the recently
proposed Deep BSDE method. In addition, we developed a numerical scheme based
on the Deep BSDE method and presented numerical examples in financial markets
to demonstrate the high performance.

7
The categories of this paper are: hep-th
11
The categories of this paper are: hep-lat
16
The categories of this paper are: stat
28
The categories of this paper are: alg-geom
23
The categories of this paper are: solv-int
6
The categories of this paper are: astro-ph
36
The categories of this paper are: cmp-lg
32
The categories of this paper are: atom-ph
35
The categories of this paper are: mtrl-th
22
The categories of this paper are: chao-dyn
10
The categories of this paper are: q-bio
19
The categories of this paper are: eess
29
The categories of this paper are: funct-an
33
The categories of this paper are: plasm-ph
8
The categories of this paper are: hep-ex
12
The categories of this paper are: nucl-th