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math.NA2024
Weak Collocation Regression for Inferring Stochastic Dynamics with Lévy Noise
Liya Guo, Liwei Lu, Zhijun Zeng +2
With the rapid increase of observational, experimental and simulated data for stochastic systems, tremendous efforts have been devoted to identifying governing laws underlying the…
math.NA2023
Temporal Difference Learning for High-Dimensional PIDEs with Jumps
Liwei Lu, Hailong Guo, Xu Yang +1
In this paper, we propose a deep learning framework for solving high-dimensional partial integro-differential equations (PIDEs) based on the temporal difference learning. We introd…