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Weak Collocation Regression for Inferring Stochastic Dynamics with
  Lévy Noise

Weak Collocation Regression for Inferring Stochastic Dynamics with Lévy Noise

13 March 2024
Liya Guo
Liwei Lu
Zhijun Zeng
Pipi Hu
Yi Zhu
ArXiv (abs)PDFHTML

Papers citing "Weak Collocation Regression for Inferring Stochastic Dynamics with Lévy Noise"

1 / 1 papers shown
Title
A Robust Model-Based Approach for Continuous-Time Policy Evaluation with Unknown Lévy Process Dynamics
A Robust Model-Based Approach for Continuous-Time Policy Evaluation with Unknown Lévy Process Dynamics
Qihao Ye
Xiaochuan Tian
Yuhua Zhu
95
1
0
02 Apr 2025
1