Interacting Particle Solutions of Fokker–Planck Equations Through Gradient–Log–Density Estimation

Fokker–Planck equations are extensively employed in various scientific fields as they characterise the behaviour of stochastic systems at the level of probability density functions. Although broadly used, they allow for analytical treatment only in limited settings, and often it is inevitable to res...

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Bibliographic Details
Main Authors: Dimitra Maoutsa, Sebastian Reich, Manfred Opper
Format: Article
Language:English
Published: MDPI AG 2020-07-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/22/8/802