Abstract and Applied Analysis, 2014 We get a new type of controlled backward stochastic differential equations (BSDEs), namely, the BSDEs, coupled with value function. We prove the existence and the uniqueness theorem as well as a comparison theorem for such BSDEs coupled with value ...
Tao Hao, Juan Li
doaj +1 more source
Apparent Pathologies in Stochastic Entropy Production in the Thermalisation of an Open Two-Level Quantum System. [PDF]
Entropy (Basel)Dexter J, Ford IJ.
europepmc +1 more source
Random Neural Networks for Rough Volatility. [PDF]
Appl Math OptimJacquier A, Žurič Ž.
europepmc +1 more source
Entropy Production and Irreversibility in the Linearized Stochastic Amari Neural Model. [PDF]
Entropy (Basel)Lucente D, Gradenigo G, Salasnich L.
europepmc +1 more source
Simulation and optimal control of stochastic delay differential models for hepatitis C virus epidemics. [PDF]
Sci RepKumar N +3 more
europepmc +1 more source
Soliton structures and dynamical characteristics of fractional nonlinear waves in the classical Boussinesq framework. [PDF]
Sci RepRimu NN, Islam MA, Dey P.
europepmc +1 more source
Stochastic control of influenza spread: A Lévy-driven SDE and branching process approach. [PDF]
Infect Dis ModelMohammad KM, Khan T, Kamrujjaman M.
europepmc +1 more source
Stochastic responses and marginal valuation. [PDF]
Proc Natl Acad Sci U S AHansen LP, Souganidis P.
europepmc +1 more source
Can we enhance trust in the circular economy through referral marketing control? [PDF]
PLoS OneLacitignola D, Martiradonna A.
europepmc +1 more source
Reliable numerical scheme for coupled nonlinear Schrödinger equation under the influence of the multiplicative time noise. [PDF]
Sci RepBaber MZ +6 more
europepmc +1 more source