Results 41 to 50 of about 5,613 (301)

Path regularity and explicit convergence rate for BSDE with truncated quadratic growth [PDF]

, 2010
We consider backward stochastic differential equations with drivers of quadratic growth (qgBSDE). We prove several statements concerning path regularity and stochastic smoothness of the Solution processes of the qg-BSDE, in particular we prove an ...
Dos Reis, Goncalo, Imkeller, Peter
core   +1 more source

The Optimal Control Problem with State Constraints for Fully Coupled Forward-Backward Stochastic Systems with Jumps

Abstract and Applied Analysis, 2014
We focus on the fully coupled forward-backward stochastic differential equations with jumps and investigate the associated stochastic optimal control problem (with the nonconvex control and the convex state constraint) along with stochastic maximum ...
Qingmeng Wei
doaj   +1 more source

Hybrid Neural Networks for Solving Fully Coupled, High-Dimensional Forward–Backward Stochastic Differential Equations

Mathematics
The theory of forward–backward stochastic differential equations occupies an important position in stochastic analysis and practical applications. However, the numerical solution of forward–backward stochastic differential equations, especially for high ...
Mingcan Wang, Xiangjun Wang
doaj   +1 more source

A NOTE ON COMONOTONICITY AND POSITIVITY OF THE CONTROL COMPONENTS OF DECOUPLED QUADRATIC FBSDE [PDF]

, 2013
In this note we are concerned with the solution of Forward-Backward Stochastic Differential Equations (FBSDE) with drivers that grow quadratically in the control component (quadratic growth FBSDE or qgFBSDE).
Dos Reis, Goncalo, Dos Reis, Ricardo J. N.   +1 more
core   +1 more source

Characterization of Defect Distribution in an Additively Manufactured AlSi10Mg as a Function of Processing Parameters and Correlations with Extreme Value Statistics

Advanced Engineering Materials, EarlyView.
Predicting extreme defects in additive manufacturing remains a key challenge limiting its structural reliability. This study proposes a statistical framework that integrates Extreme Value Theory with advanced process indicators to explore defect–process relationships and improve the estimation of critical defect sizes. The approach provides a basis for
Muhammad Muteeb Butt, Varma Kvvssn, Hossein Laieghi, Zia Uddin, Peyman Ansari, E. Kıvanç Sadak, Can Barış Toprak, Hüseyin Kızıl, Enrico Salvati   +8 more
wiley   +1 more source

Stochastic PDEs and Infinite Horizon Backward Doubly Stochastic Differential Equations

Journal of Applied Mathematics, 2012
We give a sufficient condition on the coefficients of a class of infinite horizon BDSDEs, under which the infinite horizon BDSDEs have a unique solution for any given square integrable terminal values.
Bo Zhu, Baoyan Han
doaj   +1 more source

Backward stochastic differential equations associated with the vorticity equations

Journal of Functional Analysis, 2014
We derive a non-linear version of the Feynman-Kac formula for the solutions of the vorticity equation in dimension 2 with space periodic boundary conditions. We prove the existence (global in time) and uniqueness for a stochastic terminal value problem associated with the vorticity equation in dimension 2.
Cruzeiro, A. B., Qian, Z. M.
openaire   +3 more sources

Setup‐Optimized Sequencing in Job Shops: Modeling Workstation Productivity and Lateness Behavior

Advanced Engineering Materials, EarlyView.
Setup‐optimized sequencing in job‐shop production creates a trade‐off between productivity improvement and schedule reliability. A WIP‐explicit modeling framework links sequencing‐induced productivity gains and lateness dispersion through the production operating curve.
Friederike Stefanowski, Matthias Schmidt, Peter Nyhuis   +2 more
wiley   +1 more source

Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients

Modern Stochastics: Theory and Applications, 2023
A solution is given to generalized backward stochastic differential equations driven by a real-valued RCLL martingale on an arbitrary filtered probability space.
Badr Elmansouri, Mohamed El Otmani
doaj   +1 more source

Fostering Innovation: Streamlining Magnetocaloric Materials Research by Digitalization

Advanced Engineering Materials, EarlyView.
Magnetocaloric cooling (MCE) is an environmentally friendly refrigeration method with great potential. Optimizing MCE materials involves the preparation and screening of large quantities of samples, which in turn generates a large amount of data. A digitalization approach is presented that uses ontologies, knowledge graphs, and digital workflows to ...
Simon Bekemeier, Moritz Blum, Luana Caron, Alisa Chirkova, Philipp Cimiano, Basil Ell, Inga Ennen, Michael Feige, Maik Gaerner, Thomas Hilbig, Andreas Hütten, Günter Reiss, Tapas Samanta, Sonja Schöning, Christian Schröder, Lennart Schwan, Chris Taake, Martin Wortmann   +17 more
wiley   +1 more source