3 papers
stat.ML2025
Neural Jump ODEs as Generative Models
Robert A. Crowell, Florian Krach, Josef Teichmann
In this work, we explore how Neural Jump ODEs (NJODEs) can be used as generative models for Itô processes. Given (discrete observations of) samples of a fixed underlying Itô proces…
math.PR2025
Existence for low-regularity McKean-Vlasov dynamics via emergence of regularity
Robert Alexander Crowell
We establish the existence of solutions to common noise McKean-Vlasov martingale problems for coefficients with low regularity. Our approach is able to handle the key challenge pos…
math.PR2025
A new approach to stochastic McKean-Vlasov limits with low-regularity coefficients
Robert Alexander Crowell
The empirical measure flow of a McKean-Vlasov -particle system with common noise is a measure-valued process whose law solves an associated martingale problem. We obtain a stabi…