One model to solve them all: 2BSDE families via neural operators
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Abstract (arXiv)
We introduce a mild generative variant of the classical neural operator model, which leverages Kolmogorov--Arnold networks to solve infinite families of second-order backward stochastic differential equations (2BSDEs) on regular bounded Euclidean domains with random terminal time. Our first main result shows that the solution operator associated with a broad range of 2BSDE families is approximable by appropriate neural operator models. We then identify a structured subclass of (infinite) families of 2BSDEs whose neural operator approximation requires only a polynomial number of parameters in the reciprocal approximation rate, as opposed to the exponential requirement in general worst-case neural operator guarantees.
Key facts. Cited by 4 papers in the map (data through 14 Oct 2026). Builds on 48 of its 95 references that are in the map. First posted on arXiv 3 Nov 2025.
Builds on
48 of 95 references.
References · 48
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36 more
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Built on by
Citing papers per year: 2026: 4.
4 papers.
- 2026Deep Hilbert--Galerkin Methods for Infinite-Dimensional PDEs and Optimal Controlcited by 2
- 2026Adaptivity Under Realizability Constraints: Comparing In-Context and Agentic Learningcited by 1
- 2026Algorithmic Foundations of Deep Learning: Complexity-Theoretic Rates and a Characterization of Universal Approximationcited by 1
- 2026NeuralChaos: Optimal Adapted Approximation of Square Integrable Predictable Processescited by 0
- 2026NeuralChaos: Optimal Adapted Approximation of Square Integrable Predictable Processes15 Jul 2026
- 2026Algorithmic Foundations of Deep Learning: Complexity-Theoretic Rates and a Characterization of Universal Approximation25 Jun 2026
- 2026Adaptivity Under Realizability Constraints: Comparing In-Context and Agentic Learning6 May 2026
- 2026Deep Hilbert--Galerkin Methods for Infinite-Dimensional PDEs and Optimal Control19 Mar 2026