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Valuation of boundary-linked assets [PDF]

, 2004
This article studies the valuation of boundary-linked assets and their derivatives in continuous-time markets. Valuing boundary-linked assets requires the solution of a stochastic differential equation with boundary conditions, which, often, is not ...
Esteban-Bravo, Mercedes, Vidal-Sanz, José M.   +1 more
core   +1 more source

Hybrid Neural Networks for Solving Fully Coupled, High-Dimensional Forward–Backward Stochastic Differential Equations

Mathematics
The theory of forward–backward stochastic differential equations occupies an important position in stochastic analysis and practical applications. However, the numerical solution of forward–backward stochastic differential equations, especially for high ...
Mingcan Wang, Xiangjun Wang
doaj   +1 more source

Fitting Bayesian Stochastic Differential Equation Models with Mixed Effects through a Filtering Approach. [PDF]

Multivariate Behav Res, 2023
Chen M, Chow SM, Oravecz Z, Ferrer E.
europepmc   +1 more source

Nitrospinics: Nitride Materials for Spin‐Orbit and Orbital Torques From Memory to Artificial Intelligence

Advanced Functional Materials, EarlyView.
Further advances in applications can be anticipated through the development of unique and functional materials beyond conventional alloys. Nitrogen enables tailor‐made orbital textures in various transition‐metal hosts, paving the way for devices ranging from spintronics memory to artificial intelligence hardware.
Prabhat Kumar, Gaurav Kumar Shukla, Yoshio Miura, Shinji Isogami   +3 more
wiley   +1 more source

Fractional Stochastic Differential Equation Approach for Spreading of Diseases. [PDF]

Entropy (Basel), 2022
Lima LDS.
europepmc   +1 more source

Unexpected Asymmetric Mn‐Sb Site Mixing and Reentrant Spin‐Glass State of MnSb2Te4

Advanced Functional Materials, EarlyView.
MnSb2Te4 is an intrinsic magnetic topological insulator. Its properties are extraordinarily sensitive to tiny defects, making structural studies essential for understanding how magnetism and topology work together. This work shows that Mn can be unevenly distributed within the crystal and how that disorder is linked to a newly reported spin‐glass state
Gustavo Chavez Ponce de Leon, Ahmad Dibajeh, Gert ten Brink, Majid Ahmadi, Suyang Sun, Wei Zhang, Bart Jan Kooi, George Palasantzas   +7 more
wiley   +1 more source

Monte Carlo Simulation of Stochastic Differential Equation to Study Information Geometry. [PDF]

Entropy (Basel), 2022
Thiruthummal AA, Kim EJ.
europepmc   +1 more source

Programming Neuromorphic Plasticity Through Ionic and Electronic Coupling in Organic Electrochemical Transistors

Advanced Functional Materials, EarlyView.
Neuromorphic plasticity in OECTs is governed by the post‐stimulus evolution of coupled ionic and electronic states. Semiconductor chemistry and morphology, electrolyte composition and interfaces, and device architecture regulate ion injection, transport, confinement, and release, shifting responses from rapidly relaxing STP to metastable memory and ...
Inho Lee, Hyoik Jang, Ji Hwan Kim, Jonghyun Won, Namhee Kim, Wonseok Shin, Giwon Lee, Eunho Lee, Daegun Kim, Sungjun Park   +9 more
wiley   +1 more source

About a Problem of Stabilization by Noise for a System of Linear Differential Equations

Axioms
The well-known effect of stabilization by noise for Ito’s scalar linear stochastic differential equation was proven by R.Z. Khasminskii more than 50 years ago. Here, a similar statement is obtained for a system of linear stochastic differential equations.
Leonid Shaikhet
doaj   +1 more source

Source time functions of earthquakes based on a stochastic differential equation. [PDF]

Sci Rep, 2022
Hirano S.
europepmc   +1 more source