Results 111 to 120 of about 8,689 (223)

A Closed Form Solution for Pricing Variance Swaps Under the Rescaled Double Heston Model. [PDF]

Comput Econ, 2023
Yoon Y, Kim JH.
europepmc   +1 more source

Comparison Theorem, Feynman-Kac Formula and Girsanov Transformation for BSDEs Driven by G-Brownian Motion [PDF]

, 2012
Mingshang Hu, Shaolin Ji, Shigē Péng, Yongsheng Song   +3 more
openalex   +1 more source

Feynman-Kac formula and asymptotic behavior of the minimal energy for the relativistic Nelson model in two spatial dimensions [PDF]

, 2022
Benjamin H. Hinrichs, Oliver Matte
openalex   +1 more source

FlowKac: An Efficient Neural Fokker-Planck solver using Temporal Normalizing Flows and the Feynman-Kac Formula [PDF]

Naoufal El Bekri, Lucas Drumetz, Franck Vermet   +2 more
openalex   +1 more source

Chirality, a new key for the definition of the connection and curvature of a Lie-Kac superalgebra. [PDF]

J High Energy Phys, 2021
Thierry-Mieg J.
europepmc   +1 more source

A Feynman-Kac type formula for a fixed delay CIR model [PDF]

, 2019
Federico Flore, Giovanna Nappo
openalex   +1 more source

Feynman-Kac formula for Lévy processes with discontinuous killing rate [PDF]

, 2015
Kathrin Glau
openalex   +1 more source

A Feynman-Kac-type formula for the deterministic and stochastic wave equations and other p.d.e.'s [PDF]

, 2007
Robert C. Dalang, Carl Mueller, Roger Tribe   +2 more
openalex  

A modified method based on the K-nearest neighbor approach for solving PDE global solutions using the Feynman-Kac formula [PDF]

, 2023
Shirui Zheng
openalex   +1 more source

Conditional sampling within generative diffusion models. [PDF]

Philos Trans A Math Phys Eng Sci
Zhao Z, Luo Z, Sjölund J, Schön T.
europepmc   +1 more source