ES_APPM 442-0: Stochastic Differential Equations VIEW ALL COURSE TIMES AND SESSIONS Description. Brownian motion and Langevin's equation. Ito and Stratonovich Stochastic integrals. Stochastic calculus ...

A new algorithm developed by Naoki Masuda, with co-athors Kazuyuki Aihara and Neil G. MacLaren, can identify the most predictive data points that a tipping point is near. Published ...

Many dynamic processes can be described mathematically with the aid of stochastic partial differential equations. Scientists have found a new method which helps to solve a certain class of such ...

However, this method is extremely costly in terms of memory, which can sometimes become prohibitive. To overcome this, we propose the use of conditional neural 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 ...

Join the Mathematics Department Colloquia for a lecture with Professeur Nils Berglund from the Institut Denis Poisson, Universite d'Orleans. In this talk, we will consider parabolic stochastic partial ...