Backward euler-maruyama method - Open Access .click

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Multi-stage Euler–Maruyama methods for backward stochastic differential equations driven by continuous-time Markov chains

Japan Journal of Industrial and Applied Mathematics
Numerical methods for computing the solutions of Markov backward stochastic differential equations (BSDEs) driven by continuous-time Markov chains (CTMCs) are explored. The main contributions of this paper are as follows: (1) we observe that Euler-Maruyama temporal discretization methods for solving Markov BSDEs driven by CTMCs are equivalent to ...
openaire +3 more sources

Reconstructing Langevin systems from high‐ and low‐resolution time series using Euler and Hermite reconstructions

Methods in Ecology and Evolution, Volume 17, Issue 1, Page 85-98, January 2026.
Abstract The ecological literature often features phenomenological dynamic models lacking robust validation against observational data. Reverse engineering ecological models from data is an alternative approach, where time series data are utilized to infer or fit a stochastic differential equation. This process, known as system reconstruction, presents
Babak M. S. Arani +2 more
wiley +1 more source

Survival and Cascades in Geoeconomic Networks: A Graph‐Embedded Hazard Framework

Complexity, Volume 2026, Issue 1, 2026.
This paper develops a theoretical framework for modelling survival dynamics in interconnected economic systems. The model introduces a graph‐embedded hazard model (GEHM) in which node‐level survival emerges from nonlinear diffusion over a network structure.
Diego Vallarino, Ning Cai
wiley +1 more source

On Deterministic and Stochastic Multiple Pathogen Epidemic Models. [PDF]