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feat(pde): Deep-BSDE equations#31

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hamid-arian merged 1 commit into
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feat/julia-pde-equations
Jun 20, 2026
Merged

feat(pde): Deep-BSDE equations#31
hamid-arian merged 1 commit into
mainfrom
feat/julia-pde-equations

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Ports pde.equation: the four financial PDEs (HJBLQ, BlackScholesBarenblatt, PricingDefaultRisk, PricingDiffRate) with exact BSDE generators (pde_driver/pde_hamiltonian/pde_terminal) and Euler-Maruyama pde_sample. torch tensors -> Matrices. No new deps. The neural Deep-BSDE solver follows with the Lux.jl backend.

@hamid-arian hamid-arian merged commit 7bb595d into main Jun 20, 2026
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@hamid-arian hamid-arian deleted the feat/julia-pde-equations branch June 20, 2026 00:30
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