A deep learning approach to the probabilistic numerical solution of path-dependent partial differential equations. - Jiang Yu Nguwi; Nicolas Privault (CoRR, 2022)

Numerical solution of the incompressible Navier-Stokes equation by a deep branching algorithm. - Jiang Yu Nguwi; Guillaume Penent; Nicolas Privault (CoRR, 2022)

A Constructive Approach to Existence of Equilibria in Time-Inconsistent Stochastic Control Problems. - Jiang Yu Nguwi; Nicolas Privault (SIAM J. Control. Optim., 2022)

A deep branching solver for fully nonlinear partial differential equations. - Jiang Yu Nguwi; Guillaume Penent; Nicolas Privault (J. Comput. Phys., 2024)