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docs: fix link in DeepBSDE docstring
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ashutosh-b-b committed Jan 18, 2024
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4 changes: 2 additions & 2 deletions src/DeepBSDE.jl
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DeepBSDE(u0,σᵀ∇u;opt=Flux.Optimise.Adam(0.1))
```
[DeepBSDE algorithm](https://www.pnas.org/doi/10.1073/pnas.1718942115), from J. Han, A. Jentzen and Weinan E.
[DeepBSDE algorithm](https://arxiv.org/abs/1707.02568), from J. Han, A. Jentzen and Weinan E.
## Arguments
- `u0`: a Flux.jl `Chain` with a d-dimensional input and a 1-dimensional output for the solytion guess.
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# Arguments
- `sdealg`: a SDE solver from [DifferentialEquations.jl](https://diffeq.sciml.ai/stable/solvers/sde_solve/).
If not provided, the plain vanilla [DeepBSDE](https://www.pnas.org/doi/10.1073/pnas.1718942115) method will be applied.
If not provided, the plain vanilla [DeepBSDE](https://arxiv.org/abs/1707.02568) method will be applied.
If provided, the SDE associated with the PDE problem will be solved relying on
methods from DifferentialEquations.jl, using [Ensemble solves](https://diffeq.sciml.ai/stable/features/ensemble/)
via `sdealg`. Check the available `sdealg` on the
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