StPINNs - Deep learning framework for approximation of stochastic differential equations

/ Authors

/ Abstract

In this paper, we introduce the SPINNs (stochastic physics-informed neural networks) in a systematic manner. This provides a mathematical framework for approximating the solution of stochastic differential equations (SDEs) driven by Levy noise using artificial neural networks.

StPINNs - Deep learning framework for approximation of stochastic differential equations

/ Authors

Marcin Baranek, Paweł Przybyłowicz

/ Abstract

In this paper, we introduce the SPINNs (stochastic physics-informed neural networks) in a systematic manner. This provides a mathematical framework for approximating the solution of stochastic differential equations (SDEs) driven by Levy noise using artificial neural networks.