2 papers
stat.ML2024
An efficient Wasserstein-distance approach for reconstructing jump-diffusion processes using parameterized neural networks
Mingtao Xia, Xiangting Li, Qijing Shen +1
We analyze the Wasserstein distance (-distance) between two probability distributions associated with two multidimensional jump-diffusion processes. Specifically, we analyze a t…
math.PR2024
Squared Wasserstein-2 Distance for Efficient Reconstruction of Stochastic Differential Equations
Mingtao Xia, Xiangting Li, Qijing Shen +1
We provide an analysis of the squared Wasserstein-2 () distance between two probability distributions associated with two stochastic differential equations (SDEs). Based on th…