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Cited article:

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Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus

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A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting

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A new efficient approximation scheme for solving high-dimensional semilinear PDEs: Control variate method for Deep BSDE solver

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Journal of Computational Physics 454 110956 (2022)

Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations

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International Journal of Computational Methods 19 (08) (2022)