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chaos expansion 1financial modeling 1neural operators 1optimal control 1stochastic processes 1

From the 1 of 11 linked papers with an AI index.

most citedUniversal approximation property of Banach space-valued random feature models including random neural networks

3 citations · 3 across the 4 of their papers we have counts for

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math.NA2026

Multilevel Picard approximations for McKean-Vlasov stochastic differential equations with nonconstant diffusion

Ariel Neufeld, Tuan Anh Nguyen, Philipp Schmocker

We introduce multilevel Picard (MLP) approximations for McKean--Vlasov stochastic differential equations (SDEs) with nonconstant diffusion coefficient. Under standard Lipschitz ass…

math.NA2025

Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs

Ariel Neufeld, Philipp Schmocker, Sizhou Wu

In this paper, we present a randomized extension of the deep splitting algorithm introduced in [Beck, Becker, Cheridito, Jentzen, and Neufeld (2021)] using random neural networks s…