IST
发表于 2025-3-26 21:11:10
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蔓藤图饰
发表于 2025-3-27 03:16:01
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Tractable
发表于 2025-3-27 08:05:20
The Role of Space in Deterrence stochastic control and stochastic differential games. However, in path dependent case, even a heat equation may not have a classical solution. We thus turn to viscosity solutions. We shall introduce a new notion of viscosity solution and establish its well-posedness, including the comparison principle.
Perigee
发表于 2025-3-27 10:52:25
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mydriatic
发表于 2025-3-27 17:09:28
Path Dependent PDEs stochastic control and stochastic differential games. However, in path dependent case, even a heat equation may not have a classical solution. We thus turn to viscosity solutions. We shall introduce a new notion of viscosity solution and establish its well-posedness, including the comparison principle.
招人嫉妒
发表于 2025-3-27 20:39:26
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Foreknowledge
发表于 2025-3-27 23:38:03
Stochastic Calculus Under Weak FormulationIn this chapter we present some basic materials crucial for the theory. While we will try our best to make the presentation self-contained, due to the limit of the pages we will have to borrow some results from the standard literature of stochastic calculus, e.g., Karatzas & Shreve [.] and Revuz & Y
Intrepid
发表于 2025-3-28 05:24:58
Path Dependent PDEsar PPDE and thus the nonlinear Feynman-Kac formula is extended to non-Markov case. In this chapter we are most interested in fully nonlinear parabolic PPDEs, typically path dependent Hamilton-Jacobi-Bellman equations and path dependent Bellman-Isaacs equations, due to their important applications in
忘恩负义的人
发表于 2025-3-28 10:03:04
Second Order BSDEshe pathwise approach for the viscosity theory in the previous chapter, in this chapter the main tool is the quasi-sure stochastic analysis. An application in an uncertain volatility model is also presented.
Badger
发表于 2025-3-28 12:42:06
Motion of the Thermal in Static Thermal-Stratified Water,ter was studied. According to the experimental observation, the motion of thermals in different temperature profile water bodies was significantly different. The horizontal diffusion of thermal was damped in the linear stratified water. If the thermocline existed in stratified water, the thermal wou