Results 71 to 80 of about 5,613 (301)

Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations [PDF]

, 2007
Relatively little is known about the ability of numerical methods for stochastic differential equations (SDEs) to reproduce almost sure and small-moment stability.
Yuan, C., Mao, X., Chenggui Yuan, Mao, Xuerong, Higham, D.J.   +4 more
core   +1 more source

A Stackelberg Game of Backward Stochastic Differential Equations with Applications [PDF]

Dynamic Games and Applications, 2019
This paper is concerned with a Stackelberg game of backward stochastic differential equations (BSDEs), where the coefficients of the backward system and the cost functionals are deterministic, and the control domain is convex. Necessary and sufficient conditions of the optimality for the follower and the leader are first given for the general problem ...
Yueyang Zheng, Jingtao Shi
openaire   +2 more sources

Template‐Confined Synthesis of Shape‐Engineered Single‐Crystal Gold Microplates in Lithographically‐Defined Polymeric Patterns

Advanced Functional Materials, EarlyView.
Single‐crystal gold microplates are high‐performance nanomaterials with an impressive wafer‐based application space. Progress has, however, been tempered by an inability to exert synthetic control over microplate size, shape, and positioning. In this work, control over these parameters is demonstrated using a seed‐mediated synthesis that both confines ...
Debasish Panda, Md Rashed Nizam, Walker J. Tuff, Collin C. Wyant, Maksym Zhukovskyi, Matthew R. Rosenberger, Botond Sánta, Edward C. Kinzel, Robert A. Hughes, Svetlana Neretina   +9 more
wiley   +1 more source

On optimal control of forward–backward stochastic differential equations [PDF]

Afrika Matematika, 2017
We consider a control problem where the system is driven by a decoupled as well as a coupled forward-backward stochastic differential equation. We prove the existence of an optimal control in the class of relaxed controls, which are measure-valued processes, generalizing the usual strict controls.
Baghery, Fouzia, Khelfallah, Nabil, Mezerdi, B., Turpin, Isabelle   +3 more
openaire   +2 more sources

Electro‐Steric Ion Confinement in Polyelectrolyte Networks for Robust Nonvolatile Artificial Synapse

Advanced Functional Materials, EarlyView.
Polyelectrolyte stoichiometry governs ion transport and retention in electrolyte‐gated synaptic transistors. A PSS‐rich network creates electro‐steric ion confinement that suppresses ion back‐diffusion and stabilizes channel doping, enabling robust nonvolatile synaptic memory, linear weight updates, and low‐energy operation.
Donghwa Lee, Jinbo Kim, Myeongjin An, Jisoo Park, Junho Sung, Eunsung Hwang, Suhwan Seok, Seong‐Min Bak, Jeonghun Kim, Eunho Lee   +9 more
wiley   +1 more source

Option pricing mechanisms driven by backward stochastic differential equations

Financial Innovation
This study investigates an option pricing method called g-pricing based on backward stochastic differential equations combined with deep learning.
Yufeng Shi, Bin Teng, Sicong Wang
doaj   +1 more source

Stochastic C-Stability and B-Consistent of Projective Backward Euler-Maruyama Methods

Journal of Harbin University of Science and Technology
In some practical research scenarios, the development of related research work can rely solely on numerical solutions, and the analytical solutions of a large number of stochastic differential equations cannot be directly obtained.
ZHANG Zhiyang, ZHANG Hangyu, BI Hui
doaj   +1 more source

Infinite Horizon Optimal Control of Stochastic Delay Evolution Equations in Hilbert Spaces

Abstract and Applied Analysis, 2013
The aim of the present paper is to study an infinite horizon optimal control problem in which the controlled state dynamics is governed by a stochastic delay evolution equation in Hilbert spaces.
Xueping Zhu, Jianjun Zhou
doaj   +1 more source

A class of stochastic Gronwall’s inequality and its application

Journal of Inequalities and Applications, 2018
This paper puts forward the basic form of stochastic Gronwall’s inequality and uses, respectively, the iterative method, the integral method and the martingale representation method to prove it.
Xin Wang, Shengjun Fan
doaj   +1 more source

Backward stochastic differential equations

, 2022
Obratne stohastične diferencialne enačbe so poseben tip stohastičnih diferencialnih enačb, pri katerih imamo dano končno vrednost, ki se uporabljajo v finančnih modelih, ekonomskih problemih, stohastični kontroli, stohastičnih diferencialnih igrah itd. V
Leskovšek Kunc, Anja
core