We consider model selection and estimation in a context where there are competing ordinary differential equation (ODE) models, and all the models are special cases of a "full" model. We propose a ...
We give the existence and the analytic form of the solutions to the linear fractional differential equations in which coefficients are bounded function on [0, b]. The method which is used is based on ...
WASHINGTON, June 22, 2021 -- Emerging open-source programming language Julia is designed to be fast and easy to use. Since it is particularly suited for numerical applications, such as differential ...
Researchers from The University of New Mexico and Los Alamos National Laboratory have developed a novel computational framework that addresses a longstanding challenge in statistical physics. To study ...
A while back, [Chris Lu] was studying how analog circuits, specifically op-amps can be used to perform mathematical operations and wondered if they could be persuaded to solve differential equations, ...
In this paper we examine the capacity of arbitrage-free neural stochastic differential equation market models to produce realistic scenarios for the joint dynamics of multiple European options on a ...