Systems of FBSDEs driven by Brownian Motion and Numerical Simulation of Fluid Dynamics
14 mars 2024 @ 09:15 – 10:15 – The systems of forward-backward stochastic differential equations driven by Brownian motion (FBSDEs for short) help us to model diffusion processes related to phenomena that involve environment perturbations. The drift coefficients constitute the descriptive part of a non-random ambient, while the Wiener processes permit us to describe the random perturbations involved into the dynamics through the […]