What are error estimation techniques for numerical solutions? What are adaptive time-stepping methods for ODEs?

A stackelberg game of backward stochastic differential equations with partial information. Mathematical Control and Related Fields, 2021, 11(4): 797-828. ... linear second order partial differential equation. The theory of viscosity ... equation and its associated Bellman equation under the information-based framework. Jul 25, 2023 ... If you're getting these as solutions to a differential equation, the equation probably needs to be set up to ensure you can't get a negative ... Jul 11, 2021 ... The model subsequently subjected to dynamical analysis using the tools of dynamical systems and the theory of differential equations. ... information dissemination from external sources. The final model is reduced to a system of stochastic differential equations, understood in the sense of Ito ... Oct 8, 1996 ... Mirrlees showed that the differential equation for v(t) guarantees an outcome whereby each type of individual t will choose the production which ... differential between the approaches and entries. If the difference is ... the formula given in Equation 6-5 for determining stopping sight distance. d ... Sep 13, 2018 ... ... informational structures, throughout the integration of dynamics on graphs with a global model of differential equations. After this, we ... total information content of prices, and informational effi- ciency ... mally, the backward stochastic differential equation that characterizes yt ... Dec 17, 2019 ... In this paper we consider a generalized setting where the channel is modelled via stochastic differential equations driven by fractional Brownian motion.