E h dYθt +dbYφt |X0=x i, (24a) logρT(θ;x) LIPF(θ): =E[ Yθs + bYφs | Xs =x,s=0 ] = Z

SB-FBSDE isanewclass ofgenerativemodels that, inspiring bytherecent advance of understanding deep learning through the optimal control perspective [61-63], adopts Lemma 5 to generalize the score-based diffusion models.