This rapidly evolving field extends classical discrete calculus by introducing non-integer, or fractional, orders of difference operators. Such an approach is particularly well suited to modelling ...
SIAM Journal on Numerical Analysis, Vol. 49, No. 5/6 (2011), pp. 2017-2038 (22 pages) General autonomous stochastic differential equations (SDEs) driven by one-dimensional Brownian motion in the ...
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 ...
The transfer function of this amplifier is: With R1 = R3 and R2 = R4, Equation 1 simplifies to This simplification can be a quick way to approximate the expected signal, but those resistors are never ...
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