Stochastic Volterra integral equations provide a powerful framework for modelling systems in which memory effects and hereditary properties play a central role. These equations extend the classical ...

Stochastic nonlinear wave equations and Schrödinger equations represent a fascinating confluence of probability theory and the analysis of partial differential equations. By incorporating random ...

This is a preview. Log in through your library . Abstract We study a finite system of diffusions on the half-line, absorbed when they hit zero, with a correlation effect that is controlled by the ...

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 ...

This is a preview. Log in through your library . Abstract We study the weak solution X of a parabolic stochastic partial differential equation driven by two independent processes: a Gaussian white ...

(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.

Stochastic equations can solve problems faster for various scientific problems as well as AI training. Instead of eliminating noise, drift and randomness in the circuits, which are prerequisites in ...

Stochastic Sauna is a traditional workshop that brings together researchers and students working on probability, statistics, and their applications. The 2022 occasion will be held on 20th December ...