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Xiangjun Wang

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Preprint Aug 2026

Deep-Control BSDE: Layerwise Brownian-Weighted Regression for High-Dimensional Semilinear PDEs

Deep-Control BSDE is proposed, a layerwise control-regression method for Markovian backward stochastic differential equations that establishes backward stability through a contraction property of the Brownian projection and derives conditional consistency when discretization, local learning, numerical, and finite-branc...

Mingchang Wang, Xiangjun Wang · 0 citations

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