ENTITY McKean-Vlasov equations

McKean-Vlasov equations

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TOOL · CL_193871 · Aug 11 · 04:00

New neural network method approximates conditional laws in complex stochastic equations

Researchers have developed a novel method using conditional cylindrical neural networks to approximate conditional laws in McKean-Vlasov equations with common noise. This approach maps Fourier moments and truncated sign…

New neural network method approximates conditional laws in complex stochastic equations