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cs.LG2026
Stochastic Port-Hamiltonian Neural Networks: Universal Approximation with Passivity Guarantees
Luca Di Persio, Matthias Ehrhardt, Youness Outaleb
Stochastic port-Hamiltonian systems represent open dynamical systems with dissipation, inputs, and stochastic forcing in an energy based form. We introduce stochastic port-Hamilton…
math.PR2026
Mild Solutions for Path-Dependent Parabolic PDEs with Neumann Boundary Conditions via Generalized BSDEs
Luca Di Persio, Matteo Garbelli, Adrian Zalinescu
We study a system of Forward-Backward Stochastic Differential Equations (FBSDEs) with time-delayed generators. The forward process includes a reflection component expressed via a S…