17 citations · 55 across the 13 of their papers we have counts for
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math.PR2019★ 14 cited
Mean-Field Neural ODEs via Relaxed Optimal Control
Jean-François Jabir, David Šiška, Łukasz Szpruch
We develop a framework for the analysis of deep neural networks and neural ODE models that are trained with stochastic gradient algorithms. We do that by identifying the connection…
math.PR2019★ 9 cited
Rate of propagation of chaos for diffusive stochastic particle systems via Girsanov transformation
Jean-Francois Jabir
This paper focus on investigating the explicit rate of convergence for the propagation of chaos, in a pathwise sense a family of interacting stochastic particle related to some Bro…
math.PR2019★ 17 cited
On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth
Mireille Bossy, Jean Francois Jabir, Kerlyns Martinez
We consider the problem of the approximation of the solution of a one-dimensional SDE with non-globally Lipschitz drift and diffusion coefficients behaving as , with . We…