The circumference of a sphere is measured to be 24 cm, with a possible error of 0.25 cm. Use the differential \(dV\) to estimate the maximum error in the calculated ...
We design a numerical scheme for solving a Dynamic Programming equation with Malliavin weights arising from the time-discretization of backward stochastic differential equations with the integration ...
In practice the Galerkin method for solving elliptic partial differential equations yields equations involving certain integrals which cannot be evaluated analytically. Instead these integrals are ...
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