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cs.LG2025
SPDEBench: An Extensive Benchmark for Learning Stochastic PDEs
Yuantu Zhu, Zheyan Li, Dai Shi +8
Stochastic Partial Differential Equations (SPDEs) driven by random noise play a central role in modeling physical processes with rough spatio-temporal dynamics, such as turbulence…
math.OC2025
Infinite Horizon Fully Coupled Nonlinear Forward-Backward Stochastic Difference Equations and Their Application to LQ Optimal Control Problems
Xinyu Ma, Xun Li, Qingxin Meng
This paper focuses on the study of infinite horizon fully coupled nonlinear forward-backward stochastic difference equations (FBSEs). Firstly, we establish a pair o…