Results 111 to 120 of about 3,119 (165)

WF-PINNs: solving forward and inverse problems of burgers equation with steep gradients using weak-form physics-informed neural networks. [PDF]

Sci Rep
Wang X, Yi S, Gu H, Xu J, Xu W.
europepmc   +1 more source

A digital twins-based policy simulation framework for rural photovoltaic entrepreneurship in China. [PDF]

PLoS One
Zhou Y.
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Flow perturbation to accelerate Boltzmann sampling. [PDF]

Nat Commun
Peng X, Gao A.
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Analysis and simulation of a novel stochastic RNA silencing model. [PDF]

Sci Rep
Ahmed R, Elshehabey HM.
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A dual-stochastic real options model for sports tourism investment: A case study in China. [PDF]

PLoS One
Liu T, Cheng J, Huang Y.
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Mitigating Neural Habituation in Insect Bio-Bots: A Dual-Timescale Adaptive Control Approach. [PDF]

Biomimetics (Basel)
Triet LM, Truong Thinh N.
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Bridge, Reverse Bridge, and Their Control. [PDF]

Entropy (Basel)
Baldassarri A, Puglisi A.
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Statistical regimes of electromagnetic wave propagation in randomly time-varying media. [PDF]

Nanophotonics
Kim S, Kim K.
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General Mean Reflected Backward Stochastic Differential Equations

Journal of Theoretical Probability, 2023
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hu, Ying, Moreau, Remi, Wang, Falei
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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.
openaire   +2 more sources