AI & ML
Wong--Zakai Convergence and FNO Learning for Stochastic Volterra Equations
arXiv stat.ML0 views
arXiv:2610.18939v1 Announce Type: new Abstract: This paper studies Wong--Zakai convergence and Fourier neural operator learning for stochastic Volterra integral equations (SVIEs) describing random systems with memory. A Wong--Zakai theorem establishes convergence of pathwise solutions driven by piecewise linear approximations of Brownian motion to the corresponding SVIE solution. This convergence provides a foundation for using mirror-padded Fourier neural operators to learn the solution operator mapping initial conditions and driving noise to entire solution trajectories. Numerical experiments demonstrate competitive prediction accuracy and generalization to temporal grids finer than those used for training, while assessing the influence of padding and computational cost. As a follow-up to \citet{LKP:26}, this study extends their operator-learning framework to SVIEs through separate convergence and approximation analyses tailored to convolutional memory.
Source:https://arxiv.org/abs/2610.18939PreviousBayesian Causal Forests for Zero-Inflated Continuous OutcomesNextSemi-Amortized Bayesian Inference with Reusable Local Posteriors
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