Josef Teichmann

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stat.ML2026

Operator Neural Jump ODEs: $L^{2}$ -optimal prediction in function spaces

Florian Krach, Oliver LÃ¶thgren, Josef Teichmann

In this paper, we study the extension of Neural Jump ODEs to infinite-dimensional function spaces. In particular, the underlying process $X$ now takes values in $L^2(Î, \mathbb{R}…

stat.ML2025

Neural Jump ODEs as Generative Models

Robert A. Crowell, Florian Krach, Josef Teichmann

In this work, we explore how Neural Jump ODEs (NJODEs) can be used as generative models for ItÃ´ processes. Given (discrete observations of) samples of a fixed underlying ItÃ´ proc…

Operator Neural Jump ODEs: L2-optimal prediction in function spaces

Neural Jump ODEs as Generative Models

Operator Neural Jump ODEs: $L^{2}$ -optimal prediction in function spaces