5 citations · 12 across the 12 of their papers we have counts for
4 papers · 1 filter
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…
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-…
NeuralChaos: Optimal Adapted Approximation of Square Integrable Predictable Processes
Anastasis Kratsios, Giulia Livieri, Philipp Schmocker
We address fundamental challenges in representing and computing -valued predictable square-integrable processes over , collected in the space $\mathcal{H}^2_…
Weighted universal approximation of differentiable maps on infinite-dimensional manifolds
Philipp Schmocker, Josef Teichmann
We generalize the universal approximation theorem for functional input neural networks (FNN) to differentiable maps by including the approximation of the derivatives. A FNN maps th…