Discover how the International Association for Quantitative Finance (IAQF), formerly the International Association of ...
ABSTRACT: This article develops the theory of backward stochastic differential equations (BSDEs) governed by a fractional Brownian motion with Hurst parameter H∈( 1/2 ,1 ) . We establish existence, ...
Klebaner, F.C. (2012) Introduction to Stochastic Calculus with Applications. Imperial College Press.
ABSTRACT: This paper presents a stochastic model for simulating the dynamic evolution of individual well-being, or happiness. Happiness is conceptualized as an emergent property of an interconnected ...
Humans started counting tens of thousands of years ago, but when did they begin figuring out advanced arithmetic, algebra and even calculus? When you purchase through links on our site, we may earn an ...
This repository contains the source code for the FernandoDuarte/Itovsn3 paclet. Itovsn3 is a package created by Wilfrid S. Kendall, emeritus professor in the Statistics department at the University of ...
Abstract: Nowadays, the functional integration of Unmanned Aerial Vehicles (UAVs) as flying computing nodes with terrestrial networks is rapidly emerging as a promising and viable solution to enhance ...
Abstract: Integrated sensing and communication (ISAC) is regarded as one of the key technologies for future systems due to its high spectrum efficiency and low hardware cost. However, high integration ...
In a preceding note (these Proceedings, 63, 275 (1969)) singly and doubly stochastic integrals were defined. Here correspondingly generalized stochastic differential equations are studied. For ...
Differential equations, deduced by physical theory for systems subjected to practically possible (Lipschitzian) random disturbances, can also be solved for martingale (e.g., Brownian-motion) ...
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