3 papers
cs.CE2026
XNet-Enhanced Deep BSDE Method and Numerical Analysis
Xiaotao Zheng, Xingye Yue, Zhihong Xia +1
Semilinear parabolic partial differential equations (PDEs) are fundamental to modeling complex dynamical systems across scientific domains. The Deep Backward Stochastic Differentia…
cs.CE2026
Responsive Distribution of G-normal Random Variables
Ziting Pei, Shige Peng, Xingye Yue +1
A -normal random variable does not admit a unique probability law due to volatility uncertainty. For a given test function…
cs.CE2025
Deep Feynman-Kac Methods for High-dimensional Semilinear Parabolic Equations: Revisit
Xiaotao Zheng, Xingye Yue, Jiyang Shi
Deep Feynman-Kac method was first introduced to solve parabolic partial differential equations(PDE) by Beck et al. (SISC, V.43, 2021), named Deep Splitting method since they traine…