Application of quantum Monte Carlo integration to Markovian backward stochastic differential equations
Masato Fujita 1, Koichi Miyamoto 2, Jun Sekine 1
JSIAM Letters Vol.16(2024) pp.105-108
1 Graduate School of Engineering Science, Osaka University, 1-3 Machikaneyama, Toyonaka, Osaka 560-8531, Japan
2 Center for Quantum Information and Quantum Biology, Osaka University, 1-2 Machikaneyama, Toyonaka, Osaka 560-0043, Japan
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