A deep learning particle method is proposed that represents McKean-Vlasov SDE solutions as neural functions of Brownian motion and minimizes coefficient residuals, but representation is not proved to be expressive enough.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.NA 1years
2025 1verdicts
REJECT 1representative citing papers
citing papers explorer
-
Solving McKean-Vlasov Equation by deep learning particle method
A deep learning particle method is proposed that represents McKean-Vlasov SDE solutions as neural functions of Brownian motion and minimizes coefficient residuals, but representation is not proved to be expressive enough.