diff --git a/.DS_Store b/.DS_Store index b5a38f7..3920604 100644 Binary files a/.DS_Store and b/.DS_Store differ diff --git a/Dissertation/Brownian_motion_monte_carlo.tex b/Dissertation/Brownian_motion_monte_carlo.tex index d5f2f40..86e7f59 100644 --- a/Dissertation/Brownian_motion_monte_carlo.tex +++ b/Dissertation/Brownian_motion_monte_carlo.tex @@ -103,7 +103,7 @@ and let $(\Omega, \mathcal{F},\mathbb{P})$ be a probability space. Let $\mathcal \end{align} and let let $U^\theta:[0,T] \times \mathbb{R}^d \times \Omega \rightarrow \mathbb{R}$, $\theta \in \Theta$ satisfy, $\theta \in \Theta$, $t \in [0,T]$, $x\in \mathbb{R}^d$, that: \begin{align}\label{(2.1.4)} - U^\theta_m(t,x) = \frac{1}{m}\left[\sum^{m}_{k=1}g\left(x+\mathcal{W}^{(\theta,0,-k)}_{T-t}\right)\right] + U^\theta_m(t,x) = \frac{1}{m}\left[\sum^{m}_{k=1}g\left(x+\mathcal{W}^{\theta}_{T-t}\right)\right] \end{align} \end{definition} \begin{lemma} \label{lemma1.1} @@ -118,7 +118,7 @@ Assume Setting \ref{primarysetting} then: \end{enumerate} \end{lemma} -\begin{proof} For (i) Consider that $\mathcal{W}^{(\theta,0,-k)}_{T-t}$ are continuous random fields and that $g\in C(\mathbb{R}^d,\mathbb{R})$, we have that $U^\theta(t,x)$ is the composition of continuous functions with $m > 0$ by hypothesis, ensuring no singularities. Thus $U^\theta: [0,T] \times \mathbb{R}^d\times \Omega \rightarrow \mathbb{R}$ is a continuous random field. +\begin{proof} For (i) Consider that $\mathcal{W}^{\theta}_{T-t}$ are continuous random fields and that $g\in C(\mathbb{R}^d,\mathbb{R})$, we have that $U^\theta(t,x)$ is the composition of continuous functions with $m > 0$ by hypothesis, ensuring no singularities. Thus $U^\theta: [0,T] \times \mathbb{R}^d\times \Omega \rightarrow \mathbb{R}$ is a continuous random field. \medskip @@ -154,7 +154,7 @@ We next claim that for all $s\in [0,T]$, $t\in[s,T]$, $\theta \in \Theta$ it hol To prove this claim observe the triangle inequality and (\ref{(2.1.4)}), demonstrate that for all $s\in[0,T]$, $t\in[s,T]$, $\theta \in \Theta$, it holds that: \begin{align}\label{(1.18)} - \mathbb{E}\lb \lv U^\theta \lp t,x+\mathcal{W}^\theta_{t-s}\rp \rv \rb \leqslant \frac{1}{m}\left[ \sum^{m}_{i=1}\mathbb{E}\lb \lv g \lp x+\mathcal{W}^\theta_{t-s}+\mathcal{W}^{(\theta,0,-i)}_{T-t} \rp \rv \rb \rb + \mathbb{E}\lb \lv U^\theta \lp t,x+\mathcal{W}^\theta_{t-s}\rp \rv \rb \leqslant \frac{1}{m}\left[ \sum^{m}_{i=1}\mathbb{E}\lb \lv g \lp x+\mathcal{W}^\theta_{t-s}+\mathcal{W}^{\theta}_{T-t} \rp \rv \rb \rb \end{align} Now observe that (\ref{(2.1.6)}) and the fact that $(W^\theta)_{\theta \in \Theta}$ are independent imply that for all $s \in [0,T]$, $t\in [s,T]$, $\theta \in \Theta$, $i\in \mathbb{Z}$ it holds that: @@ -179,11 +179,11 @@ Combining (\ref{(1.16)}), (\ref{(1.20)}), and (\ref{(1.21)}) completes the proof \begin{enumerate}[label = (\roman*)] \item it holds that $t \in [0,T],x\in \mathbb{R}^d$ that: \begin{align} - \mathbb{E}\lb \lv U^0 \lp t,x \rp \rv \rb + \mathbb{E}\lb \lv g \lp x+\mathcal{W}^{(0,0,-1)}_{T-t} \rp \rv \rb < \infty + \mathbb{E}\lb \lv U^0 \lp t,x \rp \rv \rb + \mathbb{E}\lb \lv g \lp x+\mathcal{W}^{0}_{T-t} \rp \rv \rb < \infty \end{align} \item it holds that $t\in [0,T],x\in \mathbb{R}^d$ that: \begin{align} - \mathbb{E}\lb U^0\lp t,x \rp \rb = \mathbb{E} \lb g \lp x+\mathcal{W}^{(0,0,-1)}_{T-t}\rp\rb + \mathbb{E}\lb U^0\lp t,x \rp \rb = \mathbb{E} \lb g \lp x+\mathcal{W}^{0}_{T-t}\rp\rb \end{align} \end{enumerate} \end{corollary} @@ -191,12 +191,12 @@ Combining (\ref{(1.16)}), (\ref{(1.20)}), and (\ref{(1.21)}) completes the proof \begin{proof} (i) is a restatement of Lemma \ref{lem:1.20} in that for all $t\in [0,T]$: \begin{align} - &\mathbb{E}\left[ \left| U^0\left( t,x \right) \right| \right] + \mathbb{E} \left[ \left|g \left(x+\mathcal{W}^{(0,0,-1)}_{T-t}\right)\right|\right] \nonumber\\ + &\mathbb{E}\left[ \left| U^0\left( t,x \right) \right| \right] + \mathbb{E} \left[ \left|g \left(x+\mathcal{W}^{0}_{T-t}\right)\right|\right] \nonumber\\ &<\mathbb{E} \left[ \left|U^\theta \lp t,x+\mathcal{W}^\theta_{t-s} \rp \right| \right] +\mathbb{E}\left[ \left|g \left(x+\mathcal{W}^\theta_{t-s}\right) \right| \right]+ \int^T_s \mathbb{E}\lb \lv U^\theta \lp r,x+\mathcal{W}^\theta_{r-s} \rp \rv \rb dr \nonumber\\ &< \infty \end{align} -Furthermore (ii) is a restatement of (\ref{(1.14)}) with $\theta = 0$, $m=1$, and $k=1$. This completes the proof of Corollary \ref{cor:1.20.1}. +Furthermore (ii) is a restatement of Lemma \ref{lem:1.20} with $\theta = 0$, $m=1$, and $k=1$. This completes the proof of Corollary \ref{cor:1.20.1}. \end{proof} \section{Monte Carlo Approximations} @@ -252,7 +252,7 @@ This completes the proof of the lemma. \end{proof} \section{Bounds and Covnvergence} -\begin{lemma}\label{lem:1.21} Assume Setting \ref{def:1.18}. Then it holds for all $t\in [0,T]$, $x\in \mathbb{R}^d$ +\begin{lemma}\label{lem:1.21} Assume Setting \ref{primarysetting}. Then it holds for all $t\in [0,T]$, $x\in \mathbb{R}^d$ \begin{align} &\left(\E\left[\left|U^0(t,x+\mathcal{W}^0_t)-\E \left[U^0 \left(t,x+\mathcal{W}^0_t \right)\right]\right|^\mathfrak{p}\right]\right)^{\frac{1}{\mathfrak{p}}} \nonumber\\ &\leqslant \frac{\mathfrak{m}}{m^{\frac{1}{2}}} \left[\left(\E\left[ \lv g \lp x+\mathcal{W}^0_T \rp \rv^\mathfrak{p}\right]\right)^{\frac{1}{\mathfrak{p}}}\right] @@ -264,19 +264,19 @@ This completes the proof of the lemma. G_k(t,x) = g\left(x+\mathcal{W}^{(0,0,-k)}_{T-t}\right) \end{align} \medskip -Observe that the hypothesis that $(\mathcal{W}^\theta)_{\theta \in \Theta}$ are independent Brownian motions and the hypothesis that $g \in C(\mathbb{R}^d,\mathbb{R})$ assure that for all $t \in [0,T]$,$x\in \mathbb{R}^d$ it holds that $(G_k(t,x))_{k\in \mathbb{Z}}$ are i.i.d. random variables. This and Corollary \ref{cor:1.22.2} (applied for every $t\in [0,T]$, $x\in \mathbb{R}^d$ with $p \curvearrowleft \mathfrak{p}$, $n \curvearrowleft m$, $(X_k)_{k\in \{1,2,...,m\}} \curvearrowleft (G_k(t,x))_{k\in \{1,2,...,m\}}$), with the notation of Corollary \ref{cor:1.22.2} ensure that for all $t\in [0,T]$, $x \in \mathbb{R}^d$, it holds that: +Observe that the hypothesis that $(\mathcal{W}^\theta)_{\theta \in \Theta}$ are independent Brownian motions and the hypothesis that $g \in C(\mathbb{R}^d,\mathbb{R})$ assure that for all $t \in [0,T]$,$x\in \mathbb{R}^d$ it holds that $(G_k(t,x))_{k\in \mathbb{Z}}$ are i.i.d. random variables. This and Corollary \ref{cor:1.22.2} (applied for every $t\in [0,T]$, $x\in \mathbb{R}^d$ with $p \curvearrowleft \mathfrak{p}$, $n \curvearrowleft m$, $(X_k)_{k\in \{1,2,\..,m\}} \curvearrowleft (G_k(t,x))_{k\in \{1,2,...,m\}}$), with the notation of Corollary \ref{cor:1.22.2} ensure that for all $t\in [0,T]$, $x \in \mathbb{R}^d$, it holds that: \begin{align} \left( \E \left[ \left| \frac{1}{m} \left[ \sum^{m}_{k=1} G_k(t,x) \right] - \E \left[ G_1(t,x) \right] \right| ^\mathfrak{p} \right] \right)^{\frac{1}{\mathfrak{p}}} \leqslant \frac{\mathfrak{m}}{m^{\frac{1}{2}}}\left(\E \left[|G_1(t,x)|^\mathfrak{p} \right] \right)^{\frac{1}{\mathfrak{p}}} \end{align} \medskip -Combining this, with (1.16), (1.17), and item (ii) of Corollary \ref{cor:1.20.1} yields that: +Combining this, with (\ref{(1.12)}), (\ref{(2.1.4)}), and Item (ii) of Corollary \ref{cor:1.20.1} yields that: \begin{align} &\left(\E\left[\left|U^0(t,x) - \E \left[U^0(t,x)\right]\right|^\mathfrak{p}\right]\right)^\frac{1}{\mathfrak{p}} \nonumber\\ &= \left(\E \left[\left|\frac{1}{m}\left[\sum^{m}_{k=1}G_k(t,x)\right]- \E \left[G_1(t,x)\right]\right|^\mathfrak{p} \right]\right)^{\frac{1}{\mathfrak{p}}} \\ &\leqslant \frac{\mathfrak{m}}{m^{\frac{1}{2}}}\left(\E \left[\left| G_1(t,x)\right| ^\mathfrak{p}\right]\right)^{\frac{1}{\mathfrak{p}}} \\ &= \frac{\mathfrak{m}}{m^{\frac{1}{2}}} \left[\left(\E \left[\left|g\left(x+\mathcal{W}^1_{T-t}\right)\right|^\mathfrak{p}\right]\right)^\frac{1}{\mathfrak{p}}\right] \end{align} -This and the fact that $\mathcal{W}^0$ has independent increments ensure that for all $n\in $, $t\in [0,T]$, $x\in \mathbb{R}^d$ it holds that: +This and the fact that $\mathcal{W}^0$ has independent increments ensure that for all $m\in \N$, $t\in [0,T]$, $x\in \mathbb{R}^d$ it holds that: \begin{align} \left(\E \left[\left| U^0 \left(t,x+\mathcal{W}^0_t\right) - \E \left[U^0 \left(t,x+\mathcal{W}^0_t\right)\right]\right|^\mathfrak{p}\right]\right)^{\frac{1}{\mathfrak{p}}} \leqslant \frac{\mathfrak{m}}{m^{\frac{1}{2}}} \left[\left(\E \left[\left| g \left(x+\mathcal{W}^0_T\right)\right|^\p\right]\right)^{\frac{1}{\mathfrak{p}}} \right] \end{align} @@ -341,7 +341,7 @@ Which in turn yields that: \begin{align}\label{(1.48)} \mathfrak{L}\left( \frac{ \mathfrak{m}}{m^{\frac{1}{2}}}\right)\left(\E \left[ \left( 1+ \left\| x+\mathcal{W}^0_T \right\|_E^p \right)^\p\right]\right)^\frac{1}{\p} \leqslant \mathfrak{L}\left( \frac{ \mathfrak{m}}{m^{\frac{1}{2}}}\right)\left(\sup_{s \in [0,T]}\E \left[ \left( 1+ \left\| x+\mathcal{W}^0_s \right\|_E^p \right)^\p\right]\right)^\frac{1}{\p} \end{align} -Combining \ref{(1.46)}, \ref{(1.47)}, and \ref{(1.48)} yields that: +Combining (\ref{(1.46)}), (\ref{(1.47)}), and (\ref{(1.48)}) yields that: \begin{align} \left( \E \left[ \left| U^0 \left(t,x+\mathcal{W}^0_t \right) - u \left( t, x+\mathcal{W}^0_t \right) \right|^\p \right] \right)^{\frac{1}{\p}} &\leqslant \left( \frac{ \mathfrak{m}}{m^{\frac{1}{2}}}\right)\left(\E \left[\left| g \left(x+\mathcal{W}^0_T\right)\right|^\p\right]\right)^\frac{1}{\p} \nonumber\\ &\les\mathfrak{L}\left( \frac{ \mathfrak{m}}{m^{\frac{1}{2}}}\right)\left(\sup_{s\in[0,T]}\E \left[ \left( 1+ \left\| x+\mathcal{W}^0_s \right\|_E^p \right)^\p\right]\right)^\frac{1}{\p} @@ -379,19 +379,19 @@ Thus we get for all $\mft \in [0,T]$, $x\in \R^d$, $n \in $: This completes the proof of Corollary \ref{cor:1.25.1}. \end{proof} -\begin{theorem}\label{tentpole_1} Let $T,L,p,q, \mathfrak{d} \in [0,\infty), m \in \mathbb{N}$, $\Theta = \bigcup_{n\in \mathbb{N}} \Z^n$, let $g_d\in C(\R^d,\R)$, and assume that $d\in \N$, $t \in [0,T]$, $x = (x_1,x_2,...,x_d)\in \R^d$, $v,w \in \R$ and that $\max \{ |g_d(x)|\} \leqslant Ld^p \left(1+\Sigma^d_{k=1}\left|x_k \right|\right)$, let $\left(\Omega, \mathcal{F}, \mathbb{P}\right)$ be a probability space, let $\mathcal{W}^{d,\theta}: [0,T] \times \Omega \rightarrow \R^d$, $d\in \N$, $\theta \in \Theta$, be independent standard Brownian motions, assume for every $d\in \N$ that $\left(\mathcal{W}^{d,\theta}\right)_{\theta \in \Theta}$ are independent, let $u_d \in C([0,T] \times \R^d,\R)$, $d \in \N$, satisfy for all $d\in \N$, $t\in [0,T]$, $x \in \R^d$ that $\E \left[g_x \left(x+\mathcal{W}^{d,0}_{T-t} \right)\right] < \infty$ and: +\begin{theorem}\label{tentpole_1} Let $T,L,p,q, \mathfrak{d} \in [0,\infty), m \in \mathbb{N}$, $\Theta = \bigcup_{n\in \mathbb{N}} \Z^n$, let $g_d\in C(\R^d,\R)$, and assume that $d\in \N$, $t \in [0,T]$, $x = (x_1,x_2,...,x_d)\in \R^d$, $v,w \in \R$ and that $\max \{ |g_d(x)|\} \leqslant Ld^p \left(1+\Sigma^d_{k=1}\left|x_k \right|^q\right)$, let $\left(\Omega, \mathcal{F}, \mathbb{P}\right)$ be a probability space, let $\mathcal{W}^{d,\theta}: [0,T] \times \Omega \rightarrow \R^d$, $d\in \N$, $\theta \in \Theta$, be independent standard Brownian motions, assume for every $d\in \N$ that $\left(\mathcal{W}^{d,\theta}\right)_{\theta \in \Theta}$ are independent, let $u_d \in C([0,T] \times \R^d,\R)$, $d \in \N$, satisfy for all $d\in \N$, $t\in [0,T]$, $x \in \R^d$ that $\E \left[g_x \left(x+\mathcal{W}^{d,0}_{T-t} \right)\right] < \infty$ and: \begin{align} - u_d\left(t,x\right) = \E \left[g_d \left(x + \mathcal{W}^{d,0}_{T-t}\right)\right] + u_d\left(t,x\right) = \E \left[g_d \left(x + \mathcal{W}^{d}_{T-t}\right)\right] \end{align} Let $U^{d,\theta}_m: [0,T] \times \R^d \times \Omega \rightarrow \R$, $d \in \N$, $m\in \Z$, $\theta \in \Theta$, satisfy for all, $d\in \N$, $m \in \Z$, $\theta \in \Theta$, $t\in [0,T]$, $x\in \R^d$ that: \begin{align} - U^{d,\theta}_m(t,x) = \frac{1}{m} \left[\sum^{m}_{k=1} g_d \left(x + \mathcal{W}^{d,(\theta, 0,-k)}_{T-t}\right)\right] + U^{d}_m(t,x) = \frac{1}{m} \left[\sum^{m}_{k=1} g_d \left(x + \mathcal{W}^{d}_{T-t}\right)\right] \end{align} and for every $d,n,m \in \N$ let $\mathfrak{C}_{d,n,m} \in \Z$ be the number of function evaluations of $u_d(0,\cdot)$ and the number of realizations of scalar random variables which are used to compute one realization of $U^{d,0}_m(T,0): \Omega \rightarrow \R$. There then exists $c \in \R$, and $\mathfrak{N}:\N \times (0,1] \rightarrow \N$ such that for all $d \in \N$, $\varepsilon \in (0,1]$ it holds that: \begin{align}\label{(2.48)} - \sup_{t\in[0,T]} \sup_{x \in [-L,L]^d} \left(\E \left[\left| u_d(t,x) - U^{d,0}_{\mathfrak{N}(d,\epsilon)}\right|^\p\right]\right)^\frac{1}{\p} \leqslant \epsilon + \sup_{t\in[0,T]} \sup_{x \in [-L,L]^d} \left(\E \left[\left| u_d(t,x) - U^{d,0}_{\mathfrak{N}(d,\epsilon)}\right|^\p\right]\right)^\frac{1}{\p} \leqslant \ve \end{align} and: @@ -399,7 +399,7 @@ and: \mathfrak{C}_{d,\mathfrak{N}(d,\varepsilon), \mathfrak{N}(d,\varepsilon)} \leqslant cd^c\varepsilon^{-(2+\delta)} \end{align} \end{theorem} -\begin{proof} Throughout the proof let $\mathfrak{m}_\mathfrak{p} = \sqrt{\mathfrak{p} -1}$, $\mathfrak{p} \in [2,\infty)$, let $\mathbb{F}^d_t \subseteq \mathcal{F}$, $d\in \N$, $t\in [0,T]$ satisfy for all $d \in \N$, $t\in [0,T]$ that: +\begin{proof} Throughout the proof let $\mathfrak{m}_\mathfrak{p} = \fk_p\sqrt{\mathfrak{p} -1}$, $\mathfrak{p} \in [2,\infty)$, let $\mathbb{F}^d_t \subseteq \mathcal{F}$, $d\in \N$, $t\in [0,T]$ satisfy for all $d \in \N$, $t\in [0,T]$ that: \begin{align}\label{2.3.29} \mathbb{F}^d_t = \begin{cases} \bigcap_{s\in[t,T]} \sigma \left(\sigma \left(W^{d,0}_r: r \in [0,s]\right) \cup \{A\in \mathcal{F}: \mathbb{P}(A)=0\}\right) & :t1$. + For $d \in \N \cap \lb 2,\infty\rp$. \end{enumerate} \begin{remark} We will discuss some properties of $\id_d$ in Section \ref{sec_tun}. @@ -428,16 +428,16 @@ We will often encounter neural networks that we want to stack but have unequal d We will drop the requirement for $d$ and $\tun_n$ by itself will be used to denote $\tun_n^1$. \end{definition} \begin{remark} - We will discuss some properties of the $\tun^d_n$ network in Section \ref{sec_tun}. + We will discuss some properties of the $\tun^d_n$ network in Section \ref{sec_tun}. We will also discuss properties of wider tunneling neural network in Lemma \ref{tun_mult}. \end{remark} \begin{definition} Let $n \in \N$, and $\nu_1,\nu_2,...,\nu_n \in \neu$. We will define the stacking of unequal length neural networks, denoted $\DDiamond^n_{i=1}\nu_i$ as the neural network given by: \begin{align} \DDiamond^n_{i=1}\nu_i = - \boxminus^n_{i=1} \lb \tun_{\max_i \left\{\dep \lp \nu_i \rp\right\} +1 - \dep \lp \nu_i\rp} \bullet \nu_i \rb + \boxminus^n_{i=1} \lb \tun_{\max_i \left\{\dep \lp \nu_i \rp\right\} +1 - \dep \lp \nu_i\rp}^{\out \lp \nu_i\rp} \bullet \nu_i \rb \end{align} \end{definition} -Diagrammatically, this can be thought of as: +Diagrammatically, this can be thought of as shown below. \begin{figure} \begin{center} @@ -719,7 +719,7 @@ Affine neural networks present an important class of neural networks. By virtue \begin{corollary}\label{corsum} Let $n\in \N$. Let $\nu_1,\nu_2,...,\nu_n \in \neu$ satisfy that $\lay \lp \nu_1\rp = \lay \lp \nu_2\rp= \cdots =\lay \lp \nu_n\rp$. It is then the case that: \begin{align} - \param \lp \bigoplus_{i=1}^n \nu_i\rp \les n^2\param \lp \nu_1\rp + \param \lp \bigoplus_{i=1}^n \nu_i\rp \les n^2 \cdot \param \lp \nu_1\rp \end{align} \end{corollary} \begin{proof} diff --git a/Dissertation/nn-example.png b/Dissertation/nn-example.png new file mode 100644 index 0000000..fa2d22b Binary files /dev/null and b/Dissertation/nn-example.png differ diff --git a/Dissertation/preamble.tex b/Dissertation/preamble.tex index e501a52..da048c7 100644 --- a/Dissertation/preamble.tex +++ b/Dissertation/preamble.tex @@ -10,14 +10,8 @@ \usepackage{mathtools} \numberwithin{equation}{section} \usepackage[]{amssymb} -\usepackage{geometry} -\geometry{ - left=1in, - right=1in, - top=1in, - bottom=1in -} - +\usepackage[margin=1in]{geometry} +\usepackage{url} \usepackage[T1]{fontenc} \usepackage[utf8]{inputenc} diff --git a/Dissertation/u_visc_sol.tex b/Dissertation/u_visc_sol.tex index 8148497..29496d9 100644 --- a/Dissertation/u_visc_sol.tex +++ b/Dissertation/u_visc_sol.tex @@ -1,6 +1,6 @@ \chapter{That $u$ is a Viscosity Solution} -We can extend the work for the heat equation to generic parabolic partial differential equations. We do this by first introducing viscosity solutions to Kolmogorov PDEs as given in Crandall \& Lions \cite{crandall_lions} and further extended, esp. in \cite{Beck_2021}. +Our goal this chapter is to use Feynman-Kac to see that the solutions to certain versions of the heat equations can be expressed as the expectation of a stocahstic integral. Parts of this work is heavily inspired from \cite{crandall_lions} and esp. \cite{Beck_2021}. %\subsection{The case without $f$} %\subsection{Linear Algebra Preliminaries} %\begin{lemma} @@ -44,7 +44,7 @@ We can extend the work for the heat equation to generic parabolic partial differ % Leading to a contradiction. Thus there are no generalized eigenvectors of order 2 or higher, and so $A$ must be diagonalizable. %\end{proof} \section{Some Preliminaries} - We take work previously pioneered by \cite{Ito1942a} and \cite{Ito1946}, and then seek to re-apply concepts first applied in \cite{Beck_2021} and \cite{BHJ21}. + We take work previously pioneered by \cite{Ito1942a} and \cite{Ito1946}, and then seek to re-apply concepts applied in \cite{Beck_2021} and \cite{BHJ21}. \begin{lemma}\label{lemma:2.7} Let $d,m \in \N$, $T \in (0,\infty)$. Let $\mu \in C^{1,2}([0,T] \times \R^d, \R^d)$ and $\sigma \in C^{1,2}([0,T] \times \R^d, \R^{d\times m})$ satisfying that they have non-empty compact supports and let $\mathfrak{S}= \supp(\mu)\cup \supp(\sigma) \subseteq [0,T] \times \R^d$. Let $( \Omega, \mathcal{F}, \mathbb{P}, ( \mathbb{F}_t )_{t \in [0,T]})$ be a filtered probability space satisfying usual conditions. Let $W:[0,T ]\times \Omega \rightarrow \R^m$ be a standard $(\mathbb{F}_t)_{t\in [0,T]}$ -Brownian motion, and let $\mathcal{X}:[0,T] \times \Omega \rightarrow \R^d$ be an $(\mathbb{F}_t)_{t\in [0,T]}$-adapted stochastic process with continuous sample paths satisfying for all $t \in [0,T]$ with $\mathbb{P}$-a.s. that: \begin{align} @@ -891,7 +891,6 @@ Let $T \in (0,\infty)$. Let $\lp \Omega, \mathcal{F}, \mathbb{P} \rp$ be a proba \begin{proof} This is a consequence of Lemma \ref{lem:3.4} and \ref{2.19}. \end{proof} -\newpage \begin{corollary}\label{lem:3.19} Let $T \in (0,\infty)$,\\ let $\left( \Omega, \mathcal{F}, \mathbb{P} \right)$ be a probability space, let $u_d \in C^{1,2} \left( \left[ 0,T \right] \times \R^d, \R \right)$, $d \in \N$ satisfy for all $d \in \N$, $t \in [0,T]$, $x \in \R^d$ that: \begin{align} \left( \frac{\partial}{\partial t} u_d \right) \left(t,x\right) + \frac{1}{2}\left(\nabla^2_x u_d\right) \left(t,x\right) = 0 diff --git a/MLP Ideas/MLP_ideas.pdf b/MLP Ideas/MLP_ideas.pdf index ff46c03..957e83e 100644 Binary files a/MLP Ideas/MLP_ideas.pdf and b/MLP Ideas/MLP_ideas.pdf differ diff --git a/MLP and DNN Material/.DS_Store b/MLP and DNN Material/.DS_Store index 0e7ac27..3c708d0 100644 Binary files a/MLP and DNN Material/.DS_Store and b/MLP and DNN Material/.DS_Store differ