Neural Jump Stochastic Differential Equations.

Junteng Jia Austin R. Benson

Published in: NeurIPS (2019)

Keyphrases

stochastic differential equations
brownian motion
maximum a posteriori estimation
network architecture
markov chain
stochastic process
additive gaussian noise
fractional brownian motion
differential equations
optimal control
diffusion process
pairwise
stochastic processes