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20232026
most citedUniversal approximation property of Banach space-valued random feature models including random neural networks

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math.NA2026

Multilevel Picard approximations for McKean-Vlasov stochastic differential equations with jumps

Ariel Neufeld, Tuan Anh Nguyen, Philipp Schmocker

We introduce multilevel Picard (MLP) approximations of McKean-Vlasov stochastic differential equations (SDEs) with jumps of finite or infinite activity. Under Lipschitz and integra…