Results 101 to 110 of about 5,613 (301)
Stochastic Control Representations for Penalized Backward Stochastic Differential Equations [PDF]
24 pages in SIAM Journal on Control and Optimization ...
openaire +4 more sources
We demonstrate a neuromorphic synapse in 2D Fe3GaTe2 flakes. The device operates via a current‐driven transformation from a skyrmion‐lattice to a stripe‐domain state, yielding a linear anomalous Hall resistance response with a tunable slope to enable multiply‐accumulate operations. Simulations confirm its viability in artificial neural networks.
Jixiang Huang +20 more
wiley +1 more source
A fully flexible ion‐gel‐gated graphene‐channel transistor driven by a triboelectric nanogenerator enables self‐powered tactile sensing and synaptic learning. Mimicking spike‐rate‐dependent plasticity, the device exhibits frequency‐selective potentiation and depression, supporting rate‐coded neuromorphic computation even under flex.
Hanseong Cho +3 more
wiley +1 more source
On backward stochastic differential equations in infinite dimensions
In the present paper we present a result in which probabilistic methods are used to prove existence and uniqueness of a backward partial differential equation in a Hilbert space. This equation is of the form (7) in Theorem 1.1 below. In particular semi-linear conditions on the coefficient $f$ are imposed.
openaire +2 more sources
A Nb‐proximitized Josephson junction based on a WTe2/α‐Fe2O3 heterostructure exhibits a robust superconducting diode effect with programmable polarity. The diode direction can be trained by magnetic fields and switched by temperature cycling, revealing tunable finite‐momentum pairing states and competing superconducting states in symmetry‐broken ...
Enze Zhang +9 more
wiley +1 more source
Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions
This paper deals with a new class of reflected backward stochastic differential equations driven by countable Brownian motions. The existence and uniqueness of the RBSDEs are obtained via Snell envelope and fixed point theorem.
Pengju Duan, Min Ren, Shilong Fei
doaj +1 more source
Optimal stopping and backward stochastic differential equations [PDF]
LAUREA MAGISTRALEIn this work we provide an alternative approach, based on Backward Stochastic Differential Equations, to optimal stopping theory. To this purpose, we study a particular class of Backward stochastic differential equations with jumps and a
ZENI, FEDERICA
core
Almost sure exponential stability of backward Euler–Maruyama discretizations for hybrid stochastic differential equations [PDF]
This is a continuation of the first author's earlier paper [1] jointly with Pang and Deng, in which the authors established some sufficient conditions under which the Euler-Maruyama (EM) method can reproduce the almost sure exponential stability of the ...
Shen, Yi +5 more
core +1 more source
This paper is concerned with the switching game of a one-dimensional backward stochastic differential equation (BSDE). The associated Bellman-Isaacs equation is a system of matrix-valued BSDEs living in a special unbounded convex domain with reflection on the boundary along an oblique direction.
Hu, Ying, Tang, Shanjian
openaire +3 more sources
The perspective presents an integrated view of neuromorphic technologies, from device physics to real‐time applicability, while highlighting the necessity of full‐stack co‐optimization. By outlining practical hardware‐level strategies to exploit device behavior and mitigate non‐idealities, it shows pathways for building efficient, scalable, and ...
Kapil Bhardwaj +8 more
wiley +1 more source

