Given a multi-dimensional Itô process whose drift and diffusion terms are adapted processes, we construct a weak solution to a stochastic differential equation that matches the distribution of the Itô ...

James O. Ramsay, Differential Equation Models for Statistical Functions, The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 28, No. 2 (Jun., 2000), pp. 225-240 ...

MIT solved a century-old differential equation to break 'liquid' AI's computational bottleneck The discovery could usher in a new generation of weather forecasting and autonomous vehicle driving ...