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We demonstrate that the use of asymptotic expansion as prior knowledge in the "deep BSDE solver", which is a deep learning method for high dimensional BSDEs proposed by Weinan E, Han & Jentzen (2017), drastically reduces the loss function and accelerates the speed of convergence.
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Ankirchner, S., Imkeller, P. and Dos Reis, G., Classical and Variational Differentiability of BSDEs with Quadratic Growth
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