Neural network representation of the probability density function of diffusion processes (Q5139752)

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scientific article; zbMATH DE number 7284272
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Neural network representation of the probability density function of diffusion processes
scientific article; zbMATH DE number 7284272

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    title
    Neural network representation of the probability density function of diffusion processes (English)
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    DOI
    10.1063/5.0010482
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    publication date
    10 December 2020
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    Mathematics Subject Classification ID
    37M99
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    35Q84
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    92B20
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    zbMATH DE Number
    7284272
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    zbMATH Keywords
    neural networks
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    Gaussian white noises
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    Poisson white noises
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    Fokker-Planck equation
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    author
    Wayne Isaac Tan Uy
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    Mircea D. Grigoriu
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    describes a project that uses
    DGM
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    TensorFlow
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    OpenAlex ID
    W3083772601
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    arXiv ID
    2001.05437
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    Wikidata QID
    Q100411991
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