F. Benth

NeSTR: Neural S-Transform Reconstruction for Gaussian SPDEs

We introduce Neural $S$-Transform Reconstruction (NeSTR) for Gaussian stochastic partial differential equations (SPDEs). The learned object is not the random solution itself, but its $S$-Transform on a finite dimensional subspace of the white noise test space. For Wick type SPDEs, NeSTR yields a deterministic parametri...