Results 51 to 60 of about 932 (203)
MathematicsThe strong convergence of numerical solutions is studied in this paper for stochastic Volterra integral differential equations (SVIDEs) with a Hölder diffusion coefficient using the truncated Euler–Maruyama method.
Juanting Feng, Qimin Zhang
doaj +1 more source
Vertical Deformation Mapping: Steering Optimiser Toward Flat Minima
CAAI Transactions on Intelligence Technology, EarlyView.ABSTRACT Standard deep learning optimisation is typically conducted on shape‐fixed loss surfaces. However, shape‐fixed loss surfaces may impede optimisers from reaching flat regions closely associated with strong generalisation. In this work, we propose a new paradigm named deformation mapping to deform the loss surface during optimisation.
Liangming Chen +4 more
wiley +1 more source
We survey recent developments in the field of complexity of pathwise approximation in $p$-th mean of the solution of a stochastic differential equation at the final time based on finitely many evaluations of the driving Brownian motion. First, we briefly
Yaroslavtseva, L., Müller-Gronbach, T.
core +2 more sources
CAAI Transactions on Intelligence Technology, EarlyView.ABSTRACT This paper proposes a boundary control method for nonlinear distributed parameter systems (DPSs) with limited boundary measurements (BMs), as typically encountered in networked cyber‐physical processes with spatially distributed dynamics such as thermal and biomedical diffusion systems.
Yanlin Li +5 more
wiley +1 more source
Some Results on Stochastic Differential Equations with Reflecting Boundary Conditions [PDF]
, 2004 Some results related to stochastic differential equations with reflecting boundary conditions (SDER) are obtained. Existence and uniqueness of strong solution is ensured under the relaxation on the drift coefficient (instead of the Lipschitz character, a
Marín Rubio, Pedro, Real Anguas, José
core +1 more source
A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, EarlyView.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
A Note on Reflected BSDEs in Infinite Horizon with Stochastic Lipschitz Coefficients
, 2023 We consider an infinite horizon, obliquely reflected backward stochastic differential equation (RBSDE). The main contribution of the present work is that we generalize previous results on infinite horizon reflected BSDEs to the setting where the driver ...
Perninge, Magnus
core
A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces
International Statistical Review, EarlyView.Summary We propose a non‐parametric framework for analysing data defined over products of metric spaces, a versatile class encountered in various fields. This framework accommodates non‐stationarity and seasonality and is applicable to both local and global domains, such as the Earth's surface, as well as domains evolving over linear time or time ...
Pier Giovanni Bissiri +3 more
wiley +1 more source
Reflected BSDE with stochastic Lipschitz coefficient
, 2009 In this paper, we deal with a class of one-dimensional reflected backward stochastic differential equations with stochastic Lipschitz coefficient. We derive the existence and uniqueness of the solutions for those equations via Snell envelope and the fixed point theorem.
openaire +2 more sources
Contractivity of stochastic θ-methods under non-global Lipschitz conditions [PDF]
The paper is devoted to address the numerical preservation of the exponential mean-square contractive character of the dynamics of stochastic differential equations (SDEs), whose drift and diffusion coefficients are subject to non-global Lipschitz ...
Biscevic H. +2 more
core +1 more source