Neural Method Theory
This section contains the mathematical formulations and method designs for the neural BSDE and HJB approaches. It is the single exception to the ownership rule: unlike the rest of the solver, this section carries its own mathematical theory rather than delegating it to the mathematical reference. It contains no measurements; the measured results live in the empirical results section.
| Page | Contents |
|---|---|
| BSDE and DGM | Deep BSDE and deep HJB (DGM) formulations |
| Jump processes | Jump PIDE/BSDE, the \(\Gamma\) process, quadrature |
| Neural operators | Operator learning, DeepONet and FNO, the jump-generator spectral structure |