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NeuroQ: Quantum-Inspired Brain Emulation. [PDF]

Biomimetics (Basel)
Vallverdú J, Rius G.
europepmc   +1 more source

Decoding how higher-order network interactions shape contagion dynamics. [PDF]

J Math Biol
Kiss IZ, Bick C, Simon PL.
europepmc   +1 more source

Limitations of Variational Laplace-Based Dynamic Causal Modelling for Multistable Cortical Circuits. [PDF]

Neuroinformatics
Asadpour A, Azimi A, Wong-Lin K.
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Anticipated Backward Stochastic Differential Equation with Reflection

Communications in Statistics Part B: Simulation and Computation, 2016
In this article, we deal with anticipated backward stochastic differential equation with reflecting boundary. The existence and uniqueness of solution is obtained for equation with Lipschitz and non-Lipschitz generator.
Xinwei Feng
exaly   +2 more sources

Backward Stochastic Differential Equations in the Plane

Potential Analysis, 2002
Backward stochastic differential equations have been introduced by \textit{E. Pardoux} and \textit{S. G. Peng} [Syst. Control Lett. 14, No. 1, 55-61 (1990; Zbl 0692.93064)]. They proved existence and uniqueness of an adapted solution \((Y_t, Z_t)\) of the equation \(dY_t= -f(t;Y_t,Z_t) dt+ Z_t dW_t\), \(t\in [0,T]\), driven by a Brownian motion \(W ...
Zaïdi, N. Lanjri, Nualart, D.
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Backward Stochastic Differential Equations in Finance

Mathematical Finance, 1997
We are concerned with different properties of backward stochastic differential equations and their applications to finance. These equations, first introduced by Pardoux and Peng (1990), are useful for the theory of contingent claim valuation, especially cases with constraints and for the theory of recursive utilities, introduced by Duffie and Epstein ...
El Karoui, N., Peng, S., Quenez, M. C.
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On Reflected Backward Stochastic Differential Equations

Calcutta Statistical Association Bulletin, 2002
Some aspects of reflected backward stochastic differential equations in a half-line or in an orthant are surveyed. The roleof an optimal stopping problem in solving RBSDE in a half-line is highlighted. RBSDE in an orthant with time-space dependent oblique reflection is formulated and an outline of the ideas involved in proving the existence of a unique
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On a class of backward doubly stochastic differential equations

Applied Mathematics and Computation, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Svetlana Jankovic, Jasmina Djordjevic, Miljana Jovanovic   +2 more
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Backward Stochastic Differential Equations

1999
In Chapter 3, in order to derive the stochastic maximum principle as a set of necessary conditions for optimal controls, we encountered the problem of finding adapted solutions to the adjoint equations. Those are terminal value problems of (linear) stochastic differential equations involving the Ito stochastic integral. We call them backward stochastic
Jiongmin Yong, Xun Yu Zhou
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