Embedding stochastic differential equations into neural networks via dual processes
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Cites work
- Approximation by superpositions of a sigmoidal function
- Combinatorics for calculating expectation values of functions in systems with evolution governed by stochastic differential equations
- Ensemble Kalman filter
- Extended duality relations between birth-death processes and partial differential equations
- Higher-order implicit strong numerical schemes for stochastic differential equations
- Koopman operator spectrum for random dynamical systems
- Multilayer feedforward networks are universal approximators
- Nearest-neighbor interaction systems in the tensor-train format
- Numerical methods to evaluate Koopman matrix from system equations
- Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations
- Recurrent neural network-based model predictive control for continuous pharmaceutical manufacturing
- Stochastic methods. A handbook for the natural and social sciences
- The Fokker-Planck equation. Methods of solution and applications.
- Various Ways to Compute the Continuous-Discrete Extended Kalman Filter
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