arXiv:2603. 20467v2 Announce Type: replace-cross Abstract: Stochastic differential equations (SDEs), which serve as the governing equations for dynamical systems in a broad range of applications, can become cost-prohibitive for numerical simulation at scales necessary for quantifying key properties.
By Joanna Zou, Han Cheng Lie, Youssef Marzouk
arXiv:2607. 14361v1 Announce Type: cross Abstract: We address fundamental challenges in representing and computing $\mathbb{R}^{d}$-valued predictable square-integrable processes over $[0,T]$, collected in the space $\mathcal{H}^2_T(\mathbb{R}^{d})$.
By Anastasis Kratsios, Giulia Livieri, Philipp Schmocker
arXiv:2608.22636v1 Announce Type: cross
Abstract: Q-learning with linear function approximation can be unstable because an arbitrary approximation architecture need not preserve the Bellman contracti...
By Shengbo Wang
arXiv:2606. 24999v1 Announce Type: new Abstract: High-dimensional partial differential equations (PDEs) with unknown coefficients arise widely in scientific machine learning, including continuous-time reinforcement learning, yet solving them efficiently in a data-driven way remains challenging.
By Yanwei Jia, Du Ouyang, Huy\^en Pham, Xun Yu Zhou
arXiv:2507.07292v2 Announce Type: replace
Abstract: We develop a new and general encode-approximate-reconstruct operator learning model that leverages learned neural representations of bases for inpu...
By Jacob Hauck, Yanzhi Zhang
arXiv:2504.18184v5 Announce Type: replace
Abstract: We consider a class of statistical inverse problems involving the estimation of a regression operator from a Polish space to a separable Hilbert sp...
By Jia-Qi Yang, Lei Shi