https://arxiv.org/abs/1009.5966
[1009.5966] Path Integral Methods for Stochastic Differential Equations
Abstract page for arXiv paper 1009.5966: Path Integral Methods for Stochastic Differential Equations
path integralstochastic differential10095966methods
https://openreview.net/forum?id=eHIc7SL0sr&referrer=%5Bthe%20profile%20of%20XIONGREN%20CHEN%5D(%2Fprofile%3Fid%3D~XIONGREN_CHEN1)
Fisher Divergence for Attribution through Stochastic Differential Equations | OpenReview
Deep neural networks achieve remarkable performance but often lack interpretability, raising concerns in critical applications. Feature attribution methods,...
stochastic differentialfisherdivergenceattributionequations
https://www.osti.gov/pages/biblio/2526584-computing-nonequilibrium-responses-score-shifted-stochastic-differential-equations
Computing Nonequilibrium Responses with Score-Shifted Stochastic Differential Equations (Journal...
The U.S. Department of Energy's Office of Scientific and Technical Information
stochastic differentialcomputingnonequilibriumresponsesscore
https://www.kth.se/math/kalender/andi-bodnariu-stochastic-differential-games-and-time-inconsistent-problems-1.1318406?date=2024-03-13&orgdate=2024-02-13&length=1&orglength=0
Andi Bodnariu: Stochastic differential games and time-inconsistent problems. | KTH
stochastic differentialandigamestimeinconsistent
https://jmlr.org/papers/v21/19-339.html
Posterior sampling strategies based on discretized stochastic differential equations for machine...
based onstochastic differentialposteriorsamplingstrategies
https://deepai.org/publication/parametric-estimation-of-stochastic-differential-equations-via-online-gradient-descent
Parametric estimation of stochastic differential equations via online gradient descent | DeepAI
Oct 17, 2022 - 10/17/22 - We propose an online parametric estimation method of stochastic differential equations with discrete observations and misspecified...
parametric estimationstochastic differentialgradient descent
https://deepai.org/publication/kinematics-aware-trajectory-generation-and-prediction-with-latent-stochastic-differential-modeling
Kinematics-aware Trajectory Generation and Prediction with Latent Stochastic Differential Modeling...
Sep 17, 2023 - 09/17/23 - Trajectory generation and trajectory prediction are two critical tasks for autonomous vehicles, which generate various trajectorie...
stochastic differentialkinematicsawaretrajectorygeneration
https://arxiv.org/abs/2508.20883
[2508.20883] Lattice Random Walk Discretisations of Stochastic Differential Equations
Abstract page for arXiv paper 2508.20883: Lattice Random Walk Discretisations of Stochastic Differential Equations
random walkstochastic differential250820883lattice
https://deepai.org/publication/non-parametric-learning-of-stochastic-differential-equations-with-fast-rates-of-convergence
Non-Parametric Learning of Stochastic Differential Equations with Fast Rates of Convergence | DeepAI
May 24, 2023 - 05/24/23 - We propose a novel non-parametric learning paradigm for the identification of drift and diffusion coefficients of non-linear stoch...
non parametricstochastic differential
https://arxiv.org/abs/1101.2697
[1101.2697] On Free Stochastic Differential Equations
Abstract page for arXiv paper 1101.2697: On Free Stochastic Differential Equations
stochastic differential11012697freeequations
https://arxiv.org/abs/2308.12316
[2308.12316] Graph Neural Stochastic Differential Equations
Abstract page for arXiv paper 2308.12316: Graph Neural Stochastic Differential Equations
stochastic differential230812316graphneural
https://www.easychair.org/publications/keyword/H7ch
Keyword: stochastic differential equations
stochastic differentialkeywordequations
https://www.unsw.edu.au/science/our-schools/maths/engage-with-us/seminars/2019/bayesian-parameter-inference-stochastic-differential-equation-mixed-effects-models
Bayesian Parameter Inference for Stochastic Differential Equation Mixed Effects Models
stochastic differentialbayesianparameterinferenceequation
https://www.imperial.ac.uk/events/146629/patrick-kidger-on-neural-stochastic-differential-equations/
Patrick Kidger: On Neural (Stochastic) Differential Equations | Events | Imperial College London
Patrick Kidger from Oxford will present his work at the intersection between differential equations and deep learning.
stochastic differentialimperial collegepatrickneural
https://arxiv.org/abs/cs/0501052
[cs/0501052] Stochastic Differential Games in a Non-Markovian Setting
Abstract page for arXiv paper cs/0501052: Stochastic Differential Games in a Non-Markovian Setting
stochastic differentialcsgamesnonmarkovian
https://arxiv.org/abs/1203.5809
[1203.5809] Numerical approximations of stochastic differential equations with non-globally...
Abstract page for arXiv paper 1203.5809: Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
stochastic differential12035809numericalapproximations
https://www.usgs.gov/publications/reflected-stochastic-differential-equation-models-constrained-animal-movement
Reflected stochastic differential equation models for constrained animal movement | U.S. Geological...
Movement for many animal species is constrained in space by barriers such as rivers, shorelines, or impassable cliffs. We develop an approach for modeling...
stochastic differential
https://www.unsw.edu.au/news/2008/02/seminar-on-stochastic-differential-equations-and-applications
Seminar on Stochastic Differential Equations and Applications
stochastic differentialseminarequationsapplications
https://openreview.net/forum?id=ytz2naZoDB
Stabilizing Policy Gradients for Stochastic Differential Equations via Consistency with...
Considering generating samples with high rewards, we focus on optimizing deep neural networks parameterized stochastic differential equations (SDEs), the...
policy gradientsstochastic differentialstabilizingequationsvia
https://openreview.net/forum?id=Lq316r4Lx9
Paper review: Score-Based Generative Modeling through Stochastic Differential Equations | OpenReview
This memoir focuses on generative modeling, and more precisely score based generative modeling. While other downstream tasks such as classification or even...
paper reviewgenerative modelingstochastic differentialscorebased
https://openreview.net/forum?id=2iGiSHmeAN&referrer=%5Bthe%20profile%20of%20Jayadeva%20Jayadeva%5D(%2Fprofile%3Fid%3D~Jayadeva_Jayadeva1)
BroGNet: Momentum-Conserving Graph Neural Stochastic Differential Equation for Learning Brownian...
Neural networks (NNs) that exploit strong inductive biases based on physical laws and symmetries have shown remarkable success in learning the dynamics of...
stochastic differentialfor learningmomentumconservinggraph
https://arxiv.org/abs/2105.03013
[2105.03013] A Sobolev space theory for the Stochastic Partial Differential Equations with...
Abstract page for arXiv paper 2105.03013: A Sobolev space theory for the Stochastic Partial Differential Equations with space-time non-local operators
https://arxiv.org/abs/0804.1304
[0804.1304] Weak approximation of stochastic partial differential equations: the non linear case
Abstract page for arXiv paper 0804.1304: Weak approximation of stochastic partial differential equations: the non linear case
https://deepai.org/publication/equivalence-of-pth-moment-stability-between-stochastic-differential-delay-equations-and-their-numerical-methods
Equivalence of pth moment stability between stochastic differential delay equations and their...
Jul 28, 2019 - 07/28/19 - In this paper, a general theorem on the equivalence of pth moment stability between stochastic differential delay equations (SDDEs...
https://arxiv.org/abs/2604.16645
[2604.16645] Strang splitting estimator for nonlinear multivariate stochastic differential...
Abstract page for arXiv paper 2604.16645: Strang splitting estimator for nonlinear multivariate stochastic differential equations with Pearson-type...
strang splitting2604estimatornonlinearmultivariate
https://openreview.net/forum?id=J2wI2rCG2u
Stochastic Taylor Derivative Estimator: Efficient amortization for arbitrary differential operators...
Optimizing neural networks with loss that contain high-dimensional and high-order differential operators is expensive to evaluate with back-propagation due to...
stochastictaylorderivativeestimatorefficient
https://www.preprints.org/manuscript/202505.0659
About Some Unsolved Problems in the Stability Theory of Stochastic Differential and Difference...
This paper continues a series of papers devoted to unsolved problems in the theory of stability and optimal control for stochastic systems. A delay...
unsolved problems in
https://dergipark.org.tr/en/pub/mmnsa/article/1416148
An approach to stochastic differential equations for long-term forecasting in the presence of...
Jun 30, 2024 - Mathematical Modelling and Numerical Simulation with Applications | Volume: 4 Issue: 2
https://www.iit.edu/events/learning-solution-stochastic-partial-differential-equations-continuation
Learning Solution of Stochastic Partial Differential Equations (A Continuation) | Illinois...
learning solutionpartial differentialstochasticequationscontinuation
https://www.mapleprimes.com/questions/220378-How-Do-I-Plot-The-Numercial-Solutionf
How do I plot the numercial solutionf for a 3D stochastic differential equation - MaplePrimes
how do i
https://jmlr.org/papers/v24/22-0582.html
Infinite-dimensional optimization and Bayesian nonparametric learning of stochastic differential...
infinite dimensionaloptimizationbayesiannonparametriclearning
https://www.birmingham.ac.uk/schools/mathematics/news-and-events/events/conferences/2023/pdes-stochastic-processes
Interplay of partial differential equations and stochastic processes, March 2023
Many complex systems in natural and applied sciences are often described by partial differential equations and/or stochastic processes. In this workshop, we...
partial differentialstochastic processesinterplayequationsmarch
https://arxiv.org/abs/math/0409246
[math/0409246] First exit times of solutions of non-linear stochastic differential equations driven...
Abstract page for arXiv paper math/0409246: First exit times of solutions of non-linear stochastic differential equations driven by symmetric Levy processes...
https://www.scirp.org/reference/ReferencesPapers?ReferenceID=1822983
Hu, S., Huang, C. and Wu, F. (2008) Stochastic Differential Equations. Science Press, Beijing. -...
Hu, S., Huang, C. and Wu, F. (2008) Stochastic Differential Equations. Science Press, Beijing.
https://www.kth.se/math/kalender/mikko-parviainen-stochastic-tug-of-war-type-games-and-partial-differential-equations-1.1195733?date=2022-10-04&orgdate=2022-05-04&length=1&orglength=0
Mikko Parviainen: Stochastic tug-of-war type games and partial differential equations | KTH
tug of war
https://arxiv.org/abs/1606.04722
[1606.04722] Bolt-on Differential Privacy for Scalable Stochastic Gradient Descent-based Analytics
Abstract page for arXiv paper 1606.04722: Bolt-on Differential Privacy for Scalable Stochastic Gradient Descent-based Analytics
https://openreview.net/forum?id=goEdyJ_nVQI
On the Validity of Modeling SGD with Stochastic Differential Equations (SDEs) | OpenReview
We study with theory and experiments (using a new method SVAG) the validity of the popular SDE Approximation to SGD as well as the Linear Scaling Rule.
on the
https://openreview.net/forum?id=_8mS2NE-HXN
SYNC: SAFETY-AWARE NEURAL CONTROL FOR STABILIZING STOCHASTIC DELAY-DIFFERENTIAL EQUATIONS |...
We propose a new class of neural control polices for stabilizing stochastic delay-differential equations with safety guarantee, named as SYNC and including...
syncsafetyawareneuralcontrol
https://www.scirp.org/journal/paperinformation?paperid=125927
A Study on Stochastic Differential Equation Using Fractional Power of Operator in the Semigroup...
Explore the unpredictable behavior of continuous systems with stochastic differential equations (SDE). Discover how SDE combines differential equations,...