Finite element methods (FEM) constitute a foundational numerical approach for solving partial differential equations by discretising complex domains into smaller, manageable subdomains known as ...
Stochastic differential equations (SDEs) provide a powerful framework for modelling systems where randomness plays a crucial role. Estimation methods for SDEs seek to infer underlying parameters that ...
This paper presents a novel and direct approach to solving boundary- and final-value problems, corresponding to barrier options, using forward pathwise deep learning and forward–backward stochastic ...
Introduces the theory and applications of dynamical systems through solutions to differential equations.Covers existence and uniqueness theory, local stability properties, qualitative analysis, global ...
An intermediate level course in the analytical and numerical study of ordinary differential equations, with an emphasis on their applications to the real world. Exact solution methods for ordinary ...
Accounting for default risk in the valuation of financial derivatives has become increasingly important, especially since the 2007–8 financial crisis. Under some assumptions, the valuation of ...
This is a preview. Log in through your library . Abstract We consider Monte Carlo methods for the classical nonlinear filtering problem. The first method is based on a backward pathwise filtering ...
The GATE syllabus for Mathematics (MA) 2025 consists of questions from topics such as Calculus, Linear Algebra, Real Analysis, Complex Analysis, Differential Equations, Algebra, Functional Analysis, ...
The GATE syllabus for Mathematics (MA) 2026 consists the questions from topics like Calculus, Linear Algebra, Real Analysis, Complex Analysis, Differential Equations, Algebra, Functional Analysis, etc ...
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