Author

Arthur Bizzi

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Preprint Jul 2026

Neural Kolmogorov Equations: Parallelizable Learning of Stochastic Dynamics under General Noise

This work proposes Neural Kolmogorov Equations (NKEs), a deterministic, infinite-dimensional reformulation of Neural SDEs based on the Kolmogorov Forward equation, transforming the learning problem from modelling individual stochastic trajectories to modelling the evolution of probability densities.

Arthur Bizzi, Olga Fink · 0 citations