Results 51 to 60 of about 57,660 (268)

Multi-valued backward stochastic differential equations with regime switching

open access: yesAdvances in Difference Equations, 2019
The paper considers a class of multi-valued backward stochastic differential equations with subdifferential of a lower semi-continuous convex function with regime switching, whose generator is a continuous-time Markov chain with a finite state space ...
Ruijuan Deng, Yong Ren
doaj   +1 more source

Reflected BSDE with stochastic Lipschitz coefficient [PDF]

open access: yes, 2009
In this paper, we deal with a class of one-dimensional reflected backward stochastic differential equations with stochastic Lipschitz coefficient. We derive the existence and uniqueness of the solutions for those equations via Snell envelope and the ...
Lu, Wen
core  

Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions

open access: yes, 2006
In this paper a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process.
Boufoussi, Brahim   +2 more
core   +2 more sources

Deciphering Small Molecule Diffusion Parameters Across Light Responsive Polymersome Membranes

open access: yesAdvanced Functional Materials, EarlyView.
Light‐responsive polymersomes bearing donor–acceptor Stenhouse adducts (DASAs) enable programmable control over small‐molecule transport across synthetic membranes. By systematically varying DASA density, an optimal functionalization regime is identified that maximizes light‐gated permeability.
Farzina Matubbar   +7 more
wiley   +1 more source

A New Threshold Switching Device With Tunable Negative Differential Resistance Based on ErMnO3 Polymorphs

open access: yesAdvanced Functional Materials, EarlyView.
Polymorph engineering in ErMnO3 enables low‐voltage, forming‐free threshold switching with tunable negative differential resistance. Conducting orthorhombic regions embedded in an insulating hexagonal matrix provide controlled Joule‐heating‐enhanced Poole–Frenkel transport. The hexagonal phase prevents excessive heating and breakdown.
Rong Wu   +8 more
wiley   +1 more source

Almost Sure Exponential Stability of Numerical Solutions for Stochastic Pantograph Differential Equations with Poisson Jumps

open access: yesMathematics, 2022
The stability analysis of the numerical solutions of stochastic models has gained great interest, but there is not much research about the stability of stochastic pantograph differential equations.
Amr Abou-Senna, Boping Tian
doaj   +1 more source

DNA‐Origami‐Assembled Rhodium Nanoantennas for Deep‐UV Label‐Free Single‐Protein Detection

open access: yesAdvanced Functional Materials, EarlyView.
Deep‐UV autofluorescence of single proteins in DNA origami‐based rhodium nanoantennas. Precisely positioned within the plasmonic nanogap, proteins retain their native state while their intrinsic emission is strongly amplified, enabling label‐free single‐molecule detection and opening new opportunities for highly sensitive and specific biosensing ...
Nicco Corduri   +8 more
wiley   +1 more source

Weak Convergence Analysis and Improved Error Estimates for Decoupled Forward-Backward Stochastic Differential Equations

open access: yesMathematics, 2021
In this paper, we mainly investigate the weak convergence analysis about the error terms which are determined by the discretization for solving the stochastic differential equation (SDE, for short) in forward-backward stochastic differential equations ...
Wei Zhang, Hui Min
doaj   +1 more source

Bioinspired Adaptive Sensors: A Review on Current Developments in Theory and Application

open access: yesAdvanced Materials, EarlyView.
This review comprehensively summarizes the recent progress in the design and fabrication of sensory‐adaptation‐inspired devices and highlights their valuable applications in electronic skin, wearable electronics, and machine vision. The existing challenges and future directions are addressed in aspects such as device performance optimization ...
Guodong Gong   +12 more
wiley   +1 more source

Multistep schemes for solving backward stochastic differential equations on GPU

open access: yesJournal of Mathematics in Industry, 2022
The Backward Stochastic Differential Equation (BSDE) is an important tool for pricing and hedging. Highly accurate pricing for low computation time becomes interesting for minimizing monetary loss.
Lorenc Kapllani, Long Teng
doaj   +1 more source

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