In this paper, we introduce the SPINNs (stochastic physics-informed neural networks) in a systematic manner. This provides a mathematical framework for approximating the solution of stochastic differential equations (SDEs) driven by Levy noise using artificial neural networks.
@article{arxiv.2512.14258,
title = {StPINNs - Deep learning framework for approximation of stochastic differential equations},
author = {Marcin Baranek and Paweł Przybyłowicz},
journal= {arXiv preprint arXiv:2512.14258},
year = {2026}
}