Stationary Density Estimation of Itô Diffusions Using Deep Learning (Q5886225)

scientific article; zbMATH DE number 7670858

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English	Stationary Density Estimation of Itô Diffusions Using Deep Learning	scientific article; zbMATH DE number 7670858

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instance of

scholarly article

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title

Stationary Density Estimation of Itô Diffusions Using Deep Learning (English)

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SIAM Journal on Numerical Analysis

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publication date

31 March 2023

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full work available at URL

https://arxiv.org/abs/2109.03992

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zbMATH Keywords

stochastic differential equations

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data-driven method

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deep neural network

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Fokker-Planck equation

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describes a project that uses

Adam

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MaRDI profile type

MaRDI publication profile

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cites work

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Identifiers

DOI

10.1137/21M1445363

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5886225