arXiv Machine Learning By Rama Cont

Reflected diffusion, no-flux continuity equations and confined Lagrangian flows in bounded domains

Read the original on arXiv Machine Learning →

arXiv:2607. 28344v1 Announce Type: cross Abstract: Motivated by marginal distribution flows of reflected diffusions in bounded domains, we investigate when a density/flux pair solving a no-flux continuity equation admits a regular Lagrangian flow that remains in the closed domain and generates the prescribed density flow.

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