This monthly journal, begun in 1950, is devoted entirely to research in pure and applied mathematics, principally to the publication of original papers of moderate length. A section called Shorter ...
Abstract. We design a numerical scheme for solving the Multi-step Forward Dynamic Programming (MDP) equation arising from the time-discretization of backward stochastic differential equations. The ...
Dynamic equations and time scale analysis offer a unifying framework for the study of systems evolving over time, whether in continuous, discrete, or hybrid settings. By integrating differential and ...