3 citations · 3 across the 7 of their papers we have counts for
8 papers
Data-driven Feynman-Kac Discovery with Applications to Prediction and Data Generation
Qi Feng, Guang Lin, Purav Matlia +1
In this paper, we propose a novel data-driven framework for discovering probabilistic laws underlying the Feynman-Kac formula. Specifically, we introduce the first stochastic SINDy…
Branched Signature Model
Munawar Ali, Qi Feng
In this paper, we introduce the branched signature model, motivated by the branched rough path framework of [Gubinelli, Journal of Differential Equations, 248(4), 2010], which gene…
Noise estimation of SDE from a single data trajectory
Munawar Ali, Purba Das, Qi Feng +2
In this paper, we propose a data-driven framework for model discovery of stochastic differential equations (SDEs) from a single trajectory, without requiring the ergodicity or stat…
Superpositions for General Conditional Mckean-Vlasov Stochastic Differential Equations
Qi Feng, Jin Ma
In this paper, we study the connection between a general class of Conditional Mckean-Vlasov Stochastic Differential Equations (CMVSDEs) and its corresponding (infinite dimensional)…
Continuous Policy and Value Iteration for Relaxed Stochastic Control Problems and Its Convergence
Qi Feng, Gu Wang
We introduce a continuous policy-value iteration algorithm where the approximations of the value function of a stochastic control problem and the optimal control are simultaneously…
Fisher information dissipation for time inhomogeneous stochastic differential equations
Qi Feng, Xinzhe Zuo, Wuchen Li
We provide a Lyapunov convergence analysis for time-inhomogeneous variable coefficient stochastic differential equations (SDEs). Three typical examples include overdamped, irrevers…
Integration by parts and quasi-invariance for the horizontal Wiener measure on a foliated compact manifold
Fabrice Baudoin, Maria Gordina, Qi Feng
We prove several versions of Driver's integration by parts formula for the horizontal Wiener measure on a totally geodesic Riemannian foliation and prove that the horizontal Wiener…
Taylor expansions and Castell estimates for solutions of stochastic differential equations driven by rough paths
Qi Feng, Xuejing Zhang
We study the Taylor expansion for the solutions of differential equations driven by -rough paths with . We prove a general theorem concerning the convergence of the Taylor…