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20202023
most citedA Feynman-Kac based numerical method for the exit time probability of a class of transport problems

8 citations · 13 across the 5 of their papers we have counts for

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math.NA2023★ 1 cited

A pseudo-reversible normalizing flow for stochastic dynamical systems with various initial distributions

Minglei Yang, Pengjun Wang, Diego del-Castillo-Negrete +2

We present a pseudo-reversible normalizing flow method for efficiently generating samples of the state of a stochastic differential equation (SDE) with different initial distributi…