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20232026
most citedA Spectral Approach for Learning Spatiotemporal Neural Differential Equations

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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…