Results 141 to 150 of about 5,613 (301)

Backward Stochastic PDEs Related to the Utility Maximization Problem [PDF]

We study utility maximization problem for general utility functions using dynamic programming approach. We consider an incomplete financial market model, where the dynamics of asset prices are described by an Rd-valued continuous semimartingale.
Michael Mania, Revaz Tevzadze
core  

Stochastic differential equations, backward SDEs, partial differential equations

, 2014
This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial ...
Rӑşcanu, Aurel, Pardoux, Etienne, Răşcanu, Aurel   +2 more
core   +1 more source

Multi‐Omics Profiling Reveals Immunomodulatory and Pro‐Regenerative Effects of a Graphene Oxide–Collagen Scaffold in Massive Rotator Cuff Tears

Advanced Science, EarlyView.
A graphene oxide/collagen scaffold is developed for chronic massive rotator cuff tear repair. The scaffold improves compressive stability, supports reparative mesenchymal differentiation, and modulates the immune microenvironment. In chronic MRCT models, it reduces muscle degeneration, enhances tendon–bone regeneration, and improves functional recovery,
Renwen Wan, Yechuan Deng, Zixin Hu, Yanwei He, Xinting Feng, Jun Ma, Yisheng Chen, Zhijie Zhao, Jie Mei, Zhiheng Lin, Wei Luo, Zhengyuan Fang, Zhufeng Hu, Kunlun Feng, Xinrong Li, Dan Wu, Bowen Han, James Hoi po Hui, Xuanyong Liu, Chen Chen, Gang Chen, Shiyi Chen, Nirong Bao, Jiajun Qiu, Zhiwen Luo   +24 more
wiley   +1 more source

INB3P: A Multi‐Modal and Interpretable Co‐Attention Framework Integrating Property‐Aware Explanations and Memory‐Bank Contrastive Fusion for Blood–Brain Barrier Penetrating Peptide Discovery

Advanced Science, EarlyView.
INB3P is a multimodal framework for blood–brain barrier‐penetrating peptide prediction under extreme data scarcity and class imbalance. By combining physicochemical‐guided augmentation, sequence–structure co‐attention, and imbalance‐aware optimization, it improves predictive performance and interpretability.
Jingwei Lv, Qianyang Wu, Jian Liu, Binlu Yang, Yuanhao Li, Junlin Xu, Yajie Meng, Leyi Wei, Zilong Zhang, Quan Zou, Xiulai Li, Feifei Cui   +11 more
wiley   +1 more source

On Backward Stochastic Partial Differential Equations.

, 2001
We prove an existence and uniqueness result for a general class of backward stochastic partial differential equations. This is a type of equations which appear as adjoint equations in the maximum principle approach to optimal control of systems described
Øksendal, Bernt, Zhang, Tusheng
core  

Lp - estimates of solutions of backward doubly stochastic differential equations

, 2017
This paper deals with a large class of nonhomogeneous backward doubly stochastic differential equations which have a more general form of the forward It? integrals.
Jasmina Djordjevic
core   +1 more source

A numerical scheme for backward doubly stochastic differential equations

Bernoulli, 2013
The version has been greatly improved and is accepted for publication in ...
openaire   +5 more sources

Transferable Deep Reinforcement Learning With Edge‐Contour‐Depth Fusion for Autonomous Wireless Capsule Endoscopy Navigation

Advanced Science, EarlyView.
This study presents an anatomical landmark‐guided DRL framework for autonomous wireless capsule endoscopy navigation. Using a lightweight edge‐contour‐depth fusion module, it achieves over 97% coverage across diverse gastric anatomies. To ensure reliability, a two‐stage sim‐to‐real pipeline with an adaptive dynamic programming controller mitigates ...
Haoxuan Wu, Haitao Gao, Qingyang Liu, Sishen Yuan, Haiyang Fang, Mingwu Su, Baijia Liang, Yongzun Yang, Long Bai, Wenzhen Dong, Dihong Xie, Shijian Su, Jiewen Lai, Shing Shin Cheng, Zhen Li, Xiuli Zuo, Hongliang Ren   +16 more
wiley   +1 more source

Temperature‐Resilient Reconfigurable Physical Unclonable Function Driven by Pulse Modulation Using CMOS‐Integrated Spintronic Chips

Advanced Science, EarlyView.
A reconfigurable physical unclonable function is developed using CMOS‐integrated SOT‐MRAM chips, leveraging a dual‐pulse strategy and offering enhanced environmental robustness. A temperature‐compensation effect arising from the CMOS transistor and SOT‐MTJ is revealed and established as a key prerequisite for thermal resilience.
Min Wang, Chuanpeng Jiang, Zhaohao Wang, Zhengyi Hou, Zhongkui Zhang, Yuanfu Zhao, Hong‐xi Liu, Weisheng Zhao   +7 more
wiley   +1 more source

Donsker-Type Theorem for Numerical Schemes of Backward Stochastic Differential Equations

Mathematics
This article studies the theoretical properties of the numerical scheme for backward stochastic differential equations, extending the relevant results of Briand et al. with more general assumptions.
Yi Guo, Naiqi Liu
doaj   +1 more source