Stochastic differential equations (SDEs) are at the heart of modern financial modelling, providing a framework that accommodates the inherent randomness observed in financial markets. These equations ...

Backward stochastic differential equations (BSDEs) have emerged as a pivotal mathematical tool in the analysis of complex systems across finance, physics and engineering. Their formulation, generally ...

This is a preview. Log in through your library . Abstract This paper analyzes a noncooperative and symmetric dynamic game where players have free access to a productive asset whose evolution is a ...

(Conditional) generative adversarial networks (GANs) have had great success in recent years, due to their ability to approximate (conditional) distributions over extremely high-dimensional spaces.

The aim of this paper is to study, in the infinite dimensional framework, the existence and uniqueness for the solution of the following multivalued generalized backward stochastic differential ...