9 citations · 15 across the 12 of their papers we have counts for
3 papers · 1 filter
Global existence of dissipative solutions to the Camassa--Holm equation with transport noise
Luca Galimberti, Helge Holden, Kenneth H. Karlsen +1
We consider a nonlinear stochastic partial differential equation (SPDE) that takes the form of the Camassa--Holm equation perturbed by a convective, position-dependent, noise term.…
Designing Universal Causal Deep Learning Models: The Case of Infinite-Dimensional Dynamical Systems from Stochastic Analysis
Luca Galimberti, Anastasis Kratsios, Giulia Livieri
Several non-linear operators in stochastic analysis, such as solution maps to stochastic differential equations, depend on a temporal structure which is not leveraged by contempora…
Pricing options on flow forwards by neural networks in Hilbert space
Fred Espen Benth, Nils Detering, Luca Galimberti
We propose a new methodology for pricing options on flow forwards by applying infinite-dimensional neural networks. We recast the pricing problem as an optimization problem in a Hi…