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Patrick Cheridito
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Patrick Cheridito18 visible / 18 total nodes / 38 links

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Related contextRelated contextCo-authorshipCo-authorshipCo-authorshipAuthorshipAuthorshipAuthorshipAuthorshipAuthorshipAuthorshipAuthorshipAuthorshipAuthorshipAuthorshipAuthorshipWorks onWorks onWorks onWorks onWorks onAuthorshipWorks onWorks onWorks onWorks onAuthorshipAuthorshipAuthorshipTopic signalTopic signalTopic signalTopic signalTopic signalTopic signalTopic signalTopic signalRelated contextPatrick CheriditoAPatrick CheriditoResearcherINEUS: Iterative Neural Solver for High-Dimensional PIDEsWINEUS: Iterative Neural...preprint / 2026Jean-Loup DupretAJean-Loup DupretResearcherDavide GallonADavide GallonResearcherA proof of convergence for gradient descent in the training of artificial neural networks for constant target functionsWA proof of convergence ...preprint / 2021On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivityWOn non-local ergodic Ja...preprint / 2021Landscape analysis for shallow neural networks: complete classification of critical points for affine target functionsWLandscape analysis for ...preprint / 2022Deep Learning for Continuous-Time Stochastic Control with JumpsWDeep Learning for Conti...preprint / 2026Optimal consumption and investment in incomplete markets with general constraintsWOptimal consumption and...preprint / 2010Pricing and Hedging in Affine Models with Possibility of DefaultWPricing and Hedging in ...preprint / 2011Existence, minimality and approximation of solutions to BSDEs with convex driversWExistence, minimality a...preprint / 2011BSDEs with terminal conditions that have bounded Malliavin derivativeWBSDEs with terminal con...preprint / 2013BSΔEs and BSDEs with non-Lipschitz drivers: Comparison, convergence and robustnessWBSΔEs and BSDEs with no...preprint / 2013Conditional Analysis on R^dWConditional Analysis on...preprint / 2014Multidimensional quadratic and subquadratic BSDEs with special structureWMultidimensional quadra...preprint / 2015Machine LearningTMachine Learning49008 worksmath.NATmath.NA6807 worksq-fin.CPTq-fin.CP403 works
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Patrick Cheridito

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PaperINEUS: Iterative Neural Solver for High-Dimensional PIDEsAuthorship / preprint / 2026PersonJean-Loup DupretCo-authorship / ResearcherPersonDavide GallonCo-authorship / ResearcherPaperA proof of convergence for gradient descent in the training of artificial neural networks for constant target functionsAuthorship / preprint / 2021PaperOn non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivityAuthorship / preprint / 2021PaperLandscape analysis for shallow neural networks: complete classification of critical points for affine target functionsAuthorship / preprint / 2022PaperDeep Learning for Continuous-Time Stochastic Control with JumpsAuthorship / preprint / 2026PaperOptimal consumption and investment in incomplete markets with general constraintsAuthorship / preprint / 2010

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