Abstract: In this article, we consider a linear-quadratic optimal control problem of mean-field stochastic differential equation with jump diffusion, which is also called as an mean-field ...
Simo Särkkä and Arno Solin (2019). Applied Stochastic Differential Equations. Cambridge University Press. Cambridge, UK. The book can be ordered through Cambridge University Press or, e.g., from ...
Tensor calculus uses a terse but effective language for expressing physical laws. It was instrumental already a century ago in the formulation of Einstein’s general relativity, and its usage has ...
Linear regression is a statistical method used to model the relationship between a dependent variable and one or more independent variables by fitting a linear equation to observed data. Linear ...
Department of Mathematics and Computer Sciences, Marist College, Poughkeepsie, NY, USA. This equation arises in many fields of mathematics and physics. It has applications in random processes, optimal ...
In this paper, the numerical solution of the boundary value problem that is two-order fuzzy linear differential equations is discussed. Based on the generalized Hukuhara difference, the fuzzy ...
Sometimes, it’s easy for a computer to predict the future. Simple phenomena, such as how sap flows down a tree trunk, are straightforward and can be captured in a few lines of code using what ...