Often the maths of the definition are nasty differential equations, (remember I’m avoiding any math that can be avoided, right?) so, instead of using differential equations to define the system ...

Control of partial differential equations (PDEs) is a research domain dedicated to the design and implementation of control strategies to regulate systems described by equations involving spatial ...

Abstract Linear-quadratic optimal control problems are considered for mean-field stochastic differential equations with deterministic coefficients. Time-inconsistency feature of the problems is ...

Introduces ordinary differential equations, systems of linear equations, matrices, determinants, vector spaces, linear transformations, and systems of linear differential equations. Prereq., APPM 1360 ...

Research of the probability and statistics group includes particle systems, theoretical statistics, non-conventional random walks, random matrix theory, and random polynomials. Research interests also ...

We address a class of backward stochastic differential equations on a bounded interval, where the driving noise is a marked, or multivariate, point process. Assuming that the jump times are totally ...