This paper is concerned with the long-time behavior of solutions for a class of stochastic semilinear degenerate equations with memory driven by nonlinear noise on ℝ n ...
A differential equation is an equality constraining a mathematical function in relation to its derivatives over one or multiple variables. Such equations may constitute the mathematical model for a ...
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 ...
Abstract: In this article, we focus on a type of linear–quadratic (LQ) mean-field game of stochastic differential equations with a terminal state constraint and common noise, where a coupling ...
A python package for scalable Gaussian process regression, allowing for simultaneous inference of both a dataset's latent function and input-dependent noise profile. Originally developed for ...
UB Mathematics students can now download the pdf textbook for MTH 306, using the link on GitHub. Physical copies of the new edition are available from Amazon.
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