A mirror-padded Fourier neural operator can approximate, with proven error bounds, solution maps of path-dependent SDEs and Lipschitz transformations of fractional Brownian motion.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
cs.LG 1years
2025 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Fourier Neural Operators for Non-Markovian Processes:Approximation Theorems and Experiments
A mirror-padded Fourier neural operator can approximate, with proven error bounds, solution maps of path-dependent SDEs and Lipschitz transformations of fractional Brownian motion.