Source code related to the article "Full Error Analysis of the Random Deep Splitting Method for Nonlinear Parabolic PDEs and PIDEs with Infinite Activity" by Ariel Neufeld, Philipp Schmocker, and Sizhou Wu

Link: https://arxiv.org/abs/2405.05192

MLP results are from the article "Multilevel Picard approximation algorithm for semilinear partial integro-differential equations and its complexity analysis" by Ariel Neufeld and Sizhou Wu: https://github.com/psc25/MLPJumps (link to the paper: https://arxiv.org/abs/2205.09639)