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cs.LG2025
Deep Neural Operator Learning for Probabilistic Models
Erhan Bayraktar, Qi Feng, Zecheng Zhang +1
We propose a deep neural-operator framework for a general class of probabilistic models. Under global Lipschitz conditions on the operator over the entire Euclidean space-and for a…
cs.LG2021
Deep Signature FBSDE Algorithm
Qi Feng, Man Luo, Zhaoyu Zhang
We propose a deep signature/log-signature FBSDE algorithm to solve forward-backward stochastic differential equations (FBSDEs) with state and path dependent features. By incorporat…