Notes and Codes:
The following notes are not necessarily correct and are subject to updates, please read critically!
Notes on Optimal Transport
Notes on Mathematical Finance
Notes on Mean Field Games
Notes on Mean Field Approximation of Single-Period Games
Notes on Stochastic Control on Graphs
Notes on SDE and Feynman-Kac Formula
Notes on a brief overview of Reinforcement Learning
Notes on Reinforcement Learning
Notes on Hidden Markov Model
Python Notebook on the UMPU Test and UMP Test
Python Notebook on Simulation of SDE
Python Notebook on Solving FBSDE with Deep Learning
Python Notebook on Concentration Inequality
Python Notebook on Sinkhorn for OT
Python Notebook on Sequential Testing