2 papers
math.PR2026
Optimal Weighted Hessian Estimates for Parabolic Equations under General Diffusion Marginals
Jihao Long, Zhenhua Zhao
We study weighted Hessian estimates for parabolic terminal equations under the marginals of a prescribed diffusion, allowing singular initial laws and different principal coe…
math.NA2026
Deep Stochastic Residual Methods for Fully Nonlinear Parabolic Equations
Zhenhua Zhao, Jihao Long
We develop and analyze neural stochastic residual methods for fully nonlinear parabolic terminal problems under exact diffusion sampling. A quadratic stochastic residual supports g…