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arXiv stat.ML · Papers

NeuralChaos: Optimal Adapted Approximation of Square Integrable Predictable Processes

arXiv:2607.14361v1 Announce Type: cross Abstract: We address fundamental challenges in representing and computing $mathbb{R}^{d}$-valued predictable square-integrable processes over $[0,T]$, collected in the space $mathcal{H}^2_T(mathbb{R}^{d})$. These processes are central to continuous-time stochastic control, rei