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 ...
In this paper, we prove a pathwise uniqueness result of a class of stochastic partial differential equations driven by space-time white noise whose coefficients satisfy non-Lipschitz conditions.
Fourier analysis provides a powerful framework for decomposing functions into sums or integrals of sinusoidal components, thereby enabling the study of frequency content in signals. In tandem, ...
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