3 papers
math.AP2022
Asymptotic mean value formulas, nonlocal space-time parabolic operators and anomalous tug-of-war games
Carmina Fjellström, Kaj Nyström, Yuqiong Wang
The fractional heat operator and Continuous Time Random Walks (CTRWs) are interesting and sophisticated mathematical models that can describe complex anomalous…
stat.ML2019
Neural ODEs as the Deep Limit of ResNets with constant weights
Benny Avelin, Kaj Nyström
In this paper we prove that, in the deep limit, the stochastic gradient descent on a ResNet type deep neural network, where each layer shares the same weight matrix, converges to t…
math.PR2015
Reflected BSDE of Wiener-Poisson type in Time-dependent Domains
Kaj Nyström, Marcus Olofsson
In this paper we study multi-dimensional reflected backward stochastic differential equations driven by Wiener-Poisson type processes. We prove existence and uniqueness of solution…