In this paper, we consider the unique nonnegative solution to the following generalized version of the stochastic differential equation for a continuous-state branching process: X t =x+ ∫ 0 t γ 0 ( X ...

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 ...

Thanks to these abilities, they can already topple complex linear differential equations exponentially faster than classical machines. Researchers have long hoped they could similarly tame nonlinear ...