SIAM Journal on Numerical Analysis, Vol. 49, No. 5/6 (2011), pp. 2017-2038 (22 pages) General autonomous stochastic differential equations (SDEs) driven by one-dimensional Brownian motion in the ...
Scientists studying graphene’s properties are using a new mathematical framework to make extremely accurate characterizations of the two-dimensional material’s shape. Graphene, discovered in 2004, is ...
Abstract. We design a numerical scheme for solving the Multi-step Forward Dynamic Programming (MDP) equation arising from the time-discretization of backward stochastic differential equations. The ...
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