A deep learning method for solving Fokker-Planck equations J Zhai, M Dobson, Y Li
Mathematical and Scientific Machine Learning (MSML21), 2021
32 2021 A general Itô formula for adapted and instantly independent stochastic processes CR Hwang, HH Kuo, K Saitô, J Zhai
Communications on Stochastic Analysis 10 (3), 5, 2016
21 2016 An efficient data-driven solver for Fokker-Planck equations: algorithm and analysis M Dobson, Y Li, J Zhai
arXiv preprint arXiv:1906.02600, 2019
15 2019 Near-martingale property of anticipating stochastic integration CR Hwang, HH Kuo, K Saito, J Zhai
Communications on Stochastic Analysis 11 (4), 491-504, 2017
14 2017 Using coupling methods to estimate sample quality of stochastic differential equations M Dobson, Y Li, J Zhai
SIAM/ASA Journal on Uncertainty Quantification 9 (1), 135-162, 2021
12 2021 Stochastic differential equations with anticipating initial conditions HH Kuo, S Sinha, J Zhai
Communications on Stochastic Analysis 12 (4), 6, 2018
10 2018 Convergence analysis of a finite element approximation of minimum action methods X Wan, H Yu, J Zhai
SIAM Journal on Numerical Analysis 56 (3), 1597-1620, 2018
10 2018 Adversarial adaptive sampling: Unify PINN and optimal transport for the approximation of PDEs K Tang, J Zhai, X Wan, C Yang
arXiv preprint arXiv:2305.18702, 2023
4 2023 A minimum action method for dynamical systems with constant time delays X Wan, J Zhai
SIAM Journal on Scientific Computing 43 (1), A541-A565, 2021
4 2021 General Stochastic Integral and Itô Formula with Application to Stochastic Differential Equations and Mathematical Finance J Zhai
Louisiana State University and Agricultural & Mechanical College, 2018
2 2018 Deep adaptive sampling for surrogate modeling without labeled data X Wang, K Tang, J Zhai, X Wan, C Yang
arXiv preprint arXiv:2402.11283, 2024
2024 Yao Li. A deep learning method for solving fokker-planck equations J Zhai, M Dobson
arXiv preprint arXiv:2012.10696, 2020
2020 point and property in generalized Orlicz spaces with Luxemburg normSHI Zhong-rui, Z Jia-yu
Journal of East China Normal University (Natural Science) 2012 (1), 63, 2012
2012