1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.NA2025
An Euler scheme for BSDEs via the Wiener chaos decomposition
Pere Diaz-Lozano, Giulia Di Nunno
The Euler scheme is a standard time discretization for BSDEs, but its implementation hinges on approximating conditional expectations and the associated martingale terms at each ti…
stat.ML2023★ 1 cited
Neural SDEs for Conditional Time Series Generation and the Signature-Wasserstein-1 metric
Pere Díaz Lozano, Toni Lozano Bagén, Josep Vives
(Conditional) Generative Adversarial Networks (GANs) have found great success in recent years, due to their ability to approximate (conditional) distributions over extremely high d…