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cs.LG2024
Base Models for Parabolic Partial Differential Equations
Xingzi Xu, Ali Hasan, Jie Ding +1
Parabolic partial differential equations (PDEs) appear in many disciplines to model the evolution of various mathematical objects, such as probability flows, value functions in con…
cs.LG2024
Neural McKean-Vlasov Processes: Distributional Dependence in Diffusion Processes
Haoming Yang, Ali Hasan, Yuting Ng +1
McKean-Vlasov stochastic differential equations (MV-SDEs) provide a mathematical description of the behavior of an infinite number of interacting particles by imposing a dependence…