Results 71 to 80 of about 61,087 (328)

Backward stochastic variational inequalities driven by multidimensional fractional Brownian motion [PDF]

Opuscula Mathematica, 2018
We study the existence and uniqueness of the backward stochastic variational inequalities driven by \(m\)-dimensional fractional Brownian motion with Hurst parameters \(H_k\) (\(k=1,\ldots m\)) greater than \(1/2\).
Dariusz Borkowski, Katarzyna Jańczak-Borkowska   +1 more
doaj   +1 more source

Numerical Method for Multi-Dimensional Coupled Forward-Backward Stochastic Differential Equations Based on Fractional Fourier Fast Transform [PDF]

, 2023
Xiaoxiao Zeng, Kexin Fu, Xiaofei Li, Junjie Du, Weiran Fan   +4 more
openalex   +1 more source

Mean field forward-backward stochastic differential equations

Electronic Communications in Probability, 2013
The purpose of this note is to provide an existence result for the solution of fully coupled Forward Backward Stochastic Differential Equations (FBSDEs) of the mean field type. These equations occur in the study of mean field games and the optimal control of dynamics of the McKean Vlasov type.
Carmona, René, Delarue, François
openaire   +5 more sources

Bottom‐Up Programming of Cell States in Cancer Organoids with Defined Synthetic Adhesion Cues

Advanced Materials, EarlyView.
A bottom‐up biomaterial platform is developed to program transcriptomic states in pancreatic cancer organoids by tuning adhesion cues within synthetic matrices. By combining a Design of Experiments framework with multiobjective optimization, matrix compositions are identified that enrich specific cellular programs like EMT.
Ali Nadernezhad, Verena J. Kast, Dagmar Pette, Franziska Baenke, Daniel E. Stange, Carsten Werner, Daniela Loessner   +6 more
wiley   +1 more source

Controlled Reflected McKean–Vlasov SDEs and Neumann Problem for Backward SPDEs

Mathematics
This paper is concerned with the stochastic optimal control problem of a 1-dimensional McKean–Vlasov stochastic differential equation (SDE) with reflection, of which the drift coefficient and diffusion coefficient can be both dependent on the state of ...
Li Ma, Fangfang Sun, Xinfang Han
doaj   +1 more source

Infinite Horizon Optimal Control of Stochastic Delay Evolution Equations in Hilbert Spaces

Abstract and Applied Analysis, 2013
The aim of the present paper is to study an infinite horizon optimal control problem in which the controlled state dynamics is governed by a stochastic delay evolution equation in Hilbert spaces.
Xueping Zhu, Jianjun Zhou
doaj   +1 more source

An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications

Advances in Difference Equations, 2019
This paper is concerned with a kind of non-zero sum differential game driven by mean-field backward stochastic differential equation (MF-BSDE) with asymmetric information, whose novel feature is that both the state equation and the cost functional are of
Pengyan Huang, Guangchen Wang, Huanjun Zhang   +2 more
doaj   +1 more source

Infinite horizon forward–backward stochastic differential equations

Stochastic Processes and their Applications, 2000
Let \(B\) be a standard \(d\)-dimensional Wiener process defined on a probability space \((\Omega ,\mathfrak F,P)\), let \((\mathfrak F_{t})\) be the (augmented) natural filtration of \(B\). An infinite horizon forward-backward stochastic differential equation \[ \begin{aligned} & dX(t) = b(t,X(t),Y(t),Z(t)) dt + \sigma (t,X(t), Y(t),Z(t)) dB(t), \tag ...
Peng, Shige, Shi, Yufeng
openaire   +1 more source

Universal Conductance Fluctuations in Quantum Anomalous Hall Insulators

Advanced Materials, EarlyView.
Universal conductance fluctuations are observed in mesoscopic quantum anomalous Hall insulators. Two distinct fluctuation patterns are identified, arising from different interference processes of bulk and chiral edge states, respectively. These findings unveil rich quantum interference phenomena in quantum anomalous Hall insulators and provide insights
Peng Deng, Peng Zhang, Gang Qiu, Ting‐Hsun Yang, Chang Niu, Yaochen Li, Wenqiang Cui, Yang Feng, Peide D. Ye, Ke He, Kai Chang, Kang L. Wang   +11 more
wiley   +1 more source

Numberical Method for Backward Stochastic Differential Equations

The Annals of Applied Probability, 2002
Let \(W\) be a \(d\)-dimensional Brownian motion. The authors develop a new method of approximating solutions \(Y\) of the multidimensional backward stochastic differential equation (BSDE) \[ dY_t= -f(t, Y_t)dt+ Z_t dW_t,\quad t\in [0,T], \] with a continuous driver \(f\) which is Lipschtz in the \(y\)-variable and independent of \(z\).
Ma, Jin, Protter, Philip, San Martín Aristegui, Jaime, Torres, Soledad   +3 more
openaire   +2 more sources