Results 71 to 80 of about 3,119 (165)

Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon. [PDF]

Adv Contin Discret Model
Choulli T, Alsheyab S.
europepmc   +1 more source

Asymptotic expansions as control variates for deep solvers to fully-coupled forward-backward stochastic differential equations. [PDF]

PLoS One
Naito M, Saito T, Takahashi A, Takehara K.   +3 more
europepmc   +1 more source

Random Neural Networks for Rough Volatility. [PDF]

Appl Math Optim
Jacquier A, Žurič Ž.
europepmc   +1 more source

Simulation and optimal control of stochastic delay differential models for hepatitis C virus epidemics. [PDF]

Sci Rep
Kumar N, Sajid M, Chauhan TS, Chauhan IS.   +3 more
europepmc   +1 more source

Entropy Production and Irreversibility in the Linearized Stochastic Amari Neural Model. [PDF]

Entropy (Basel)
Lucente D, Gradenigo G, Salasnich L.
europepmc   +1 more source

Apparent Pathologies in Stochastic Entropy Production in the Thermalisation of an Open Two-Level Quantum System. [PDF]

Entropy (Basel)
Dexter J, Ford IJ.
europepmc   +1 more source

Stochastic control of influenza spread: A Lévy-driven SDE and branching process approach. [PDF]

Infect Dis Model
Mohammad KM, Khan T, Kamrujjaman M.
europepmc   +1 more source

A Bertrand model with Brownian motion and behavioral errors. [PDF]

Sci Rep
Gao B, Gao X, He S.
europepmc   +1 more source

Multivalued backward stochastic differential equations with time delayed generators

Open Mathematics, 2014
Diomande Bakarime, Maticiuc Lucian
doaj   +1 more source

Soliton structures and dynamical characteristics of fractional nonlinear waves in the classical Boussinesq framework. [PDF]

Sci Rep
Rimu NN, Islam MA, Dey P.
europepmc   +1 more source