One model to solve them all: 2BSDE families via neural operators

arXiv — cs.LGTuesday, November 4, 2025 at 5:00:00 AM
A new study introduces an innovative generative variant of the classical neural operator model, which utilizes Kolmogorov-Arnold networks to effectively tackle infinite families of second-order backward stochastic differential equations (2BSDEs). This advancement is significant as it demonstrates that a wide range of 2BSDE families can be approximated using neural operator models, potentially enhancing the efficiency and accuracy of solving complex mathematical problems in various fields.
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