arXiv stat.ML
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Operator Neural Jump ODEs: $L^2$-optimal prediction in function spaces
arXiv:2607.23110v1 Announce Type: new Abstract: In this paper, we study the extension of Neural Jump ODEs to infinite-dimensional function spaces. In particular, the underlying process $X$ now takes values in $L^2(Xi, mathbb{R}^{d_X})$ instead of $mathbb{R}^{d_X}$ and the Operator NJ-ODE approximates the optimal pre