In this paper, a Banach space framework is introduced in order to deal with finite-dimensional path-dependent stochastic differential equations. A version of Kolmogorov backward equation is formulated ...
Mathematicians have found solutions to a 140-year-old, 7-dimensional equation that were not known to exist for more than a century despite its widespread use in modeling the behavior of gases.
The Rocky Mountain Journal of Mathematics, Vol. 49, No. 5 (2019), pp. 1595-1615 (21 pages) W. Aggoune, H. Zahrouni and M. Potier-Ferry, High-order prediction ...
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