JSTOR Daily

Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression

We design a numerical scheme for solving a Dynamic Programming equation with Malliavin weights arising from the time-discretization of backward stochastic differential equations with the integration ...
Risk.net

Robust financial calibration: a Bayesian approach for neural stochastic differential equations

This paper offers a Bayesian framework for the calibration of financial models using neural stochastic differential equations ...
JSTOR Daily

Approximation and Support Theorem in Holder Norm for Parabolic Stochastic Partial Differential Equations

The solution u(t, x) of a parabolic stochastic partial differential equation is a random element of the space E α,β of Holder continuous functions on [ 0, T ] × [ 0, 1 ] of order α = 1/4 - ε in the ...
Electronic Design

Create Spice Amplifier Models Using Second-Order Approximations

Check out this spice amplifier model. A basic Spice model that simulates an amplifier’s bandwidth, magnitude, phase, and transient response can be up and running in as little as three lines of code.
Nature

Fourier Analysis and Numerical Methods for Differential Equations

Fourier analysis and numerical methods have long played a pivotal role in the solution of differential equations across science and engineering. By decomposing complex functions into sums of ...