Results 121 to 130 of about 8,689 (223)

Feynman-Kac Formulas for Solutions to Degenerate Elliptic and Parabolic\n Boundary-Value and Obstacle Problems with Dirichlet Boundary Conditions [PDF]

, 2015
Paul M. N. Feehan, Ruoting Gong, Jian Song   +2 more
openalex   +2 more sources

Random Neural Networks for Rough Volatility. [PDF]

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

Long-Time-Scale Predictions from Short-Trajectory Data: A Benchmark Analysis of the Trp-Cage Miniprotein. [PDF]

J Chem Theory Comput, 2021
Strahan J, Antoszewski A, Lorpaiboon C, Vani BP, Weare J, Dinner AR.   +5 more
europepmc   +1 more source

A Feynman–Kac formula approach for computing expectations and threshold crossing probabilities of non-smooth stochastic dynamical systems [PDF]

, 2019
Laurent Mertz, Georg Stadler, Jonathan J. Wylie   +2 more
openalex   +1 more source

Stochastic responses and marginal valuation. [PDF]

Proc Natl Acad Sci U S A
Hansen LP, Souganidis P.
europepmc   +1 more source

Quantum effects in an expanded Black-Scholes model. [PDF]

Eur Phys J B, 2022
Bhatnagar A, Vvedensky DD.
europepmc   +1 more source

Overcoming the curse of dimensionality in the numerical approximation of high-dimensional semilinear elliptic partial differential equations. [PDF]

SN Partial Differ Equ Appl
Beck C, Gonon L, Jentzen A.
europepmc   +1 more source

Functional Formulation of Quantum Theory of a Scalar Field in a Metric with Lorentzian and Euclidean Signatures. [PDF]

Entropy (Basel)
Haba Z.
europepmc   +1 more source

On nonlinear Feynman-Kac formulas for viscosity solutions of semilinear parabolic partial differential equations

, 2020
Christian Beck, Martin Hutzenthaler, Arnulf Jentzen   +2 more
openalex   +1 more source

Unravelling the Holomorphic Twist: Central Charges. [PDF]

Commun Math Phys
Bomans P, Wu J.
europepmc   +1 more source