Global Approximation of SDEs Driven by Countably Dimensional Wiener Process
Zgłęb globalne przybliżenie równań różniczkowych stochastycznych napędzanych przeliczalnie wymiarowym procesem Wienera.
Deeply Learning Derivatives - From Hilbert to Riskfuel
Explore advanced derivatives pricing using deep learning, from Hilbert's 13th problem to modern neural networks for valuing high-dimensional contingent claims in quantitative finance.
Arbitrage-Free Neural-SDE Market Models
Explore neural-SDE market models for arbitrage-free pricing, combining machine learning with stochastic differential equations in quantitative finance.
Risk Management of Option Books with Arbitrage-Free Neural-SDE Market Models
Explore advanced risk management techniques for option books using arbitrage-free neural-SDE market models, covering nonparametric modeling, inference, and hedging strategies with real-world applications.
A Controllability Approach to SDEs Driven by Degenerate Noises and Applications to Networks of Oscillators
Explore stochastic differential equations with degenerate noise, focusing on controllability and applications to oscillator networks. Gain insights into exponential mixing and solid controllability.
On Yuansi Chen's Work on the KLS Conjecture III
Explores recent progress on the KLS conjecture in high-dimensional geometry, focusing on Eldan's Stochastic Localization technique and its implications for the slicing problem.
On Yuansi Chen's Work on the KLS Conjecture I
Explore the KLS conjecture in high-dimensional geometry, its implications for Bourgain's slicing problem, and recent progress using Eldan's Stochastic Localization technique.
On Yuansi Chen's Work on the KLS Conjecture II
Explores recent progress on the KLS conjecture in high-dimensional geometry, focusing on Yuansi Chen's work and Eldan's Stochastic Localization technique. Discusses implications for Bourgain's slicing problem.
Entropy Techniques for Nonlinear Partial Differential Equations - A Few Examples
Explore entropy techniques for nonlinear PDEs, focusing on Fokker-Planck equations. Learn applications in polymeric fluids, molecular dynamics, and high-dimensional algorithms.
Speeding up Langevin Dynamics by Mixing
Explore a method to accelerate Langevin dynamics using mixing drift, improving convergence to stationary distribution in polynomial time for systems with multiple local minima.
Sequential Change-point Detection in Stochastic Differential Equations
Explore advanced techniques for detecting change-points in stochastic differential equations, focusing on sequential methods and their applications in statistical analysis.
Deep Solver for Jumps in Backward Stochastic Differential Equations - Lecture
Innovative extension of deep solver for FBSDEs with jumps, using neural networks to tackle high-dimensional problems in option pricing and counterparty credit risk.
Extreme Value Theory and Poisson Statistics for Stochastic Differential Equations
Explore extreme event distributions in stochastic processes using transfer operators and spectral analysis techniques for Stochastic Differential Equations.
Score-based Generative Modeling of Graphs via the System of Stochastic Differential Equations
Explore score-based generative modeling for graphs using stochastic differential equations. Learn about graph diffusion, forward and reverse processes, and applications in molecule generation.
Likelihood Training of Schrödinger Bridge Using Forward-Backward SDEs Theory
Explore likelihood training of Schrödinger Bridge using Forward-Backward SDEs theory for deep generative modeling, offering mathematical flexibility and optimization principles.
Numerical Methods for SDEs with Singular Coefficients - Lecture 3
Explore numerical methods for SDEs with singular coefficients in this advanced mathematics lecture by Benjamin Jourdain, focusing on cutting-edge techniques and applications.
Numerical Methods for SDEs with Singular Coefficients - Lecture 1
Explore numerical methods for stochastic differential equations with singular coefficients in this advanced mathematics lecture by Benjamin Jourdain.
Numerical Methods for SDEs with Singular Coefficients - Lecture 2
Explore numerical methods for SDEs with singular coefficients in this advanced mathematics lecture by Benjamin Jourdain, focusing on cutting-edge techniques and applications.
SDEs Are All You Need for Latent Variable Models
Explore stochastic differential equations for latent variable models, focusing on applications in probabilistic AI and machine learning.
On Strong Solutions of Time Inhomogeneous Itô's Equations with Morrey Diffusion Gradient and Drift - CSMQ Colloquium
Explore strong solutions of time-dependent Itô's equations with irregular diffusion and drift terms in Morrey spaces, including existence, uniqueness, and related parabolic equations.
Rough Paths for Physicists - Thermalization of a Particle in a Magnetic Field - Lecture 4
Explore thermalization of particles in magnetic fields and gain insights into advanced rough path theory applications in physics.