Results 31 to 40 of about 3,515 (265)

Backward Stochastic Differential Equations (BSDEs) Using Infinite-Dimensional Martingales with Subdifferential Operator

Axioms, 2022
In this paper, we focus on a family of backward stochastic differential equations (BSDEs) with subdifferential operators that are driven by infinite-dimensional martingales. We shall show that the solution to such infinite-dimensional BSDEs exists and is
Pei Zhang, Adriana Irawati Nur Ibrahim, Nur Anisah Mohamed   +2 more
doaj   +1 more source

Hybrid Neural Networks for Solving Fully Coupled, High-Dimensional Forward–Backward Stochastic Differential Equations

Mathematics
The theory of forward–backward stochastic differential equations occupies an important position in stochastic analysis and practical applications. However, the numerical solution of forward–backward stochastic differential equations, especially for high ...
Mingcan Wang, Xiangjun Wang
doaj   +1 more source

Study of Pricing of High-Dimensional Financial Derivatives Based on Deep Learning

Mathematics, 2023
Many problems in the fields of finance and actuarial science can be transformed into the problem of solving backward stochastic differential equations (BSDE) and partial differential equations (PDEs) with jumps, which are often difficult to solve in high-
Xiangdong Liu, Yu Gu
doaj   +1 more source

Characterization of Defect Distribution in an Additively Manufactured AlSi10Mg as a Function of Processing Parameters and Correlations with Extreme Value Statistics

Advanced Engineering Materials, EarlyView.
Predicting extreme defects in additive manufacturing remains a key challenge limiting its structural reliability. This study proposes a statistical framework that integrates Extreme Value Theory with advanced process indicators to explore defect–process relationships and improve the estimation of critical defect sizes. The approach provides a basis for
Muhammad Muteeb Butt, Varma Kvvssn, Hossein Laieghi, Zia Uddin, Peyman Ansari, E. Kıvanç Sadak, Can Barış Toprak, Hüseyin Kızıl, Enrico Salvati   +8 more
wiley   +1 more source

Backward stochastic differential equations associated with the vorticity equations

Journal of Functional Analysis, 2014
We derive a non-linear version of the Feynman-Kac formula for the solutions of the vorticity equation in dimension 2 with space periodic boundary conditions. We prove the existence (global in time) and uniqueness for a stochastic terminal value problem associated with the vorticity equation in dimension 2.
Cruzeiro, A. B., Qian, Z. M.
openaire   +3 more sources

Fostering Innovation: Streamlining Magnetocaloric Materials Research by Digitalization

Advanced Engineering Materials, EarlyView.
Magnetocaloric cooling (MCE) is an environmentally friendly refrigeration method with great potential. Optimizing MCE materials involves the preparation and screening of large quantities of samples, which in turn generates a large amount of data. A digitalization approach is presented that uses ontologies, knowledge graphs, and digital workflows to ...
Simon Bekemeier, Moritz Blum, Luana Caron, Alisa Chirkova, Philipp Cimiano, Basil Ell, Inga Ennen, Michael Feige, Maik Gaerner, Thomas Hilbig, Andreas Hütten, Günter Reiss, Tapas Samanta, Sonja Schöning, Christian Schröder, Lennart Schwan, Chris Taake, Martin Wortmann   +17 more
wiley   +1 more source

Backward Stochastic Linear Quadratic Optimal Control with Expectational Equality Constraint

Mathematics
This paper investigates a backward stochastic linear quadratic control problem with an expected-type equality constraint on the initial state. By using the Lagrange multiplier method, the problem with a uniformly convex cost functional is first ...
Yanrong Lu, Jize Li, Yonghui Zhou
doaj   +1 more source

On Deterministic and Stochastic Multiple Pathogen Epidemic Models

Epidemiologia, 2021
In this paper, we consider a stochastic epidemic model with two pathogens. In order to analyze the coexistence of two pathogens, we compute numerically the expectation time until extinction (the mean persistence time), which satisfies a stationary ...
Fernando Vadillo
doaj   +1 more source

Designing Polymer Nanocomposites for X‐Ray Shielding: Mechanisms, Architectures, and Scalable Processing

Advanced Engineering Materials, EarlyView.
This review highlights advances in lightweight, lead‐free polymer nanocomposites for diagnostic X‐ray shielding. By linking filler chemistry, dispersion, architecture, and photon interaction mechanisms, it establishes structure–performance relationships guiding material design.
Aklilu G. Messele, Hossein Ipakchi, Tizazu H. Mekonnen   +2 more
wiley   +1 more source

Terminal-Dependent Statistical Inference for the Integral Form of FBSDE

Discrete Dynamics in Nature and Society, 2013
Backward Stochastic Differential Equation (BSDE) has been well studied and widely applied. The main difference from the Original Stochastic Differential Equation (OSDE) is that the BSDE is designed to depend on a terminal condition, which is a key factor
Qi Zhang
doaj   +1 more source