3 papers
cs.LG2026
Generating solution paths of Markovian stochastic differential equations using diffusion models
Xuefeng Gao, Jiale Zha, Xun Yu Zhou
This paper introduces a new approach to generating sample paths of unknown Markovian stochastic differential equations (SDEs) using diffusion models, a class of generative AI metho…
cs.LG2025
Reinforcement Learning for Jump-Diffusions, with Financial Applications
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
We study continuous-time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump-diffusion processes. We formulate an entropy-regularized e…
cs.LG2025
Reward-Directed Score-Based Diffusion Models via q-Learning
Xuefeng Gao, Jiale Zha, Xun Yu Zhou
We propose a new reinforcement learning (RL) formulation for training continuous-time score-based diffusion models for generative AI to generate samples that maximize reward functi…