- An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations
2022/01/10 by Dan Crisan, Crisan, Dan, Alexander Lobbe +3 · 1 citation
Computer Science · Earth and Planetary Sciences · #60C30 #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #FOS: Mathematics #Image and Signal Denoising Methods #Machine Learning (stat.ML) #Meteorological Phenomena and Simulations #Numerical Analysis (math.NA) #Probability (math.PR)
- Semi-implicit Euler-Maruyama approximation for non-colliding particle\n systems
2017/06/30 by Hoang-Long Ngo, Dai Taguchi, Ngo, Hoang-Long +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #41A25 #60C30 #60H35 #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #Statistical Methods and Bayesian Inference #Stochastic processes and financial applications
- On the Euler-Maruyama approximation for one-dimensional stochastic differential equations with irregular coefficients
2015/09/22 by Hoang-Long Ngo, Dai Taguchi, Ngo, Hoang-Long +1 · 3 citations
Computer Science · Economics, Econometrics and Finance · Social Sciences · #41A25 #60C30 #60H35 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Probability (math.PR) #Stochastic processes and financial applications