41554 blogs · 4,417,066 posts Claim your blog

Record · corpus.blog/posts/01a0d2e6-ebdd-70e2-b5f1-5321621eadc9

Neural Jump SDEs (Jump Diffusions) and Neural PDEs

stochasticlifestyle.com · published 5 June 2019

A record is what was published and who pointed at it. The text of the post is not held here: read it at the source, or at its Wayback capture.

Read the post at stochasticlifestyle.com Wayback capture

0blogs citing

First cited: —
Most recent: —
Rank this month: not ranked
Links from this post: 13
Words captured: 5,726

Cited by

No blog we hold has cited this post yet.

Links from this post

Link

Host

https://github.com/JuliaDiffEq/DiffEqFlux.jl

github.com

https://julialang.org/blog/2019/01/fluxdiffeq

julialang.org

https://github.com/FluxML/model-zoo/blob/master/other/diffeq/neural_sde.jl

github.com

https://arxiv.org/abs/1905.11065

arxiv.org

https://arxiv.org/abs/1905.09883

arxiv.org

https://arxiv.org/abs/1905.10403

arxiv.org

http://diffeq.sciml.ai/latest/tutorials/discrete_stochastic_example

diffeq.sciml.ai

http://diffeq.sciml.ai/latest/tutorials/jump_diffusion

diffeq.sciml.ai

https://en.wikipedia.org/wiki/L%C3%A9vy_process

en.wikipedia.org

http://diffeq.sciml.ai/latest/types/jump_types

diffeq.sciml.ai

Solving Systems of Stochastic PDEs and using GPUs in Julia Read at the source ↗

stochasticlifestyle.com

https://dx.doi.org/10.15200/winn.155975.53637

dx.doi.org

https://thewinnower.com/papers/22829-neural-jump-sdes-jump-diffusions-and-neural-pdes

thewinnower.com