Stochastic fluid dynamics extends classical fluid mechanics by incorporating randomness and uncertainty directly into the governing equations. This approach utilises stochastic differential equations ...
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 ...
This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Business Mathematics and Statistics, BSc in Financial Mathematics and Statistics, BSc in Mathematics ...
SIAM Journal on Numerical Analysis, Vol. 54, No. 2 (2016), pp. 1093-1119 (27 pages) A fully discrete approximation of the semilinear stochastic wave equation driven by multiplicative noise is ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results