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From Neural ODEs to Neural SDEs
Understanding the method solving neural stochastic differential equations
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Semimartingales
Note on semimartingales
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Diffusion processes
Note on diffusion processes
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Stochastic calculus and Nobel prize in Physics 2021
Thoughts on the importance of stochastic calculus in scientific contributions
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Transformers identifying kernel structures
A review paper on find kernel structure using deep neural network
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Transformers and Perfomers
Review the attention mechanism and performers
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Stochastic Calculus in Engineering and Physics
Summarize some applications of stochastic calculus in engineering and physics.
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Stochastic Calculus in Machine Learning
Exploring some aspect of stochastic calculus in optimization. The blog is based on the slides of Prof. Maxim Raginsky at UIUC.