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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…
math.NA2026
Neural operators approximate strongly continuous convex monotone semigroups
Jonas Blessing, Philipp Schmocker, Alessandro Sgarabottolo
We approximate strongly continuous convex monotone semigroups by learning their Chernoff-type one-step operators with neural operators. First, we introduce the general class of so-…