Abstract: Option pricing, a fundamental problem in finance, often requires solving non-linear partial differential equations (PDEs). When dealing with multi-asset options, such as rainbow options, ...

In this paper we study one-dimensional Fisher-Kolmogorov equation with density dependent non-linear diffusion. We choose the diffusion as a function of cell density such that it is high in highly cell ...

The most important award in mathematics globally is known as the Abel Prize, also referred to as the Nobel Prize of ...

Researchers have made a breakthrough in the ability to solve engineering problems. In a new paper published in Nature entitled, “A scalable framework for learning the geometry-dependent solution ...

Abstract: This paper investigates a general class of two-player non-zero-sum mean-field stochastic differential game under partial information, incorporating both discrete and distributed delays. The ...