2 papers
math.NA2025
Solving McKean-Vlasov Equation by deep learning particle method
Jingyuan Li, Wei Liu
We introduce a novel meshless simulation method for the McKean-Vlasov Stochastic Differential Equation (MV-SDE) utilizing deep learning, applicable to both self-interaction and int…
math.ST2023
An approximate operator-based learning method for the numerical solutions of stochastic differential equations
Jingyuan Li, Wei Liu
Stochastic differential equation (SDE in short) solvers find numerous applications across various fields. However, in practical simulations, we usually resort to using Ito-Taylor s…