In recent papers, McLeish and others have obtained invariance principles for weak convergence of martingales to Brownian motion. We generalize these results to prove that solutions of discrete-time ...
To tackle Fourier Series or solve Differential Equations this e-shelf provides a good starting point for revision and practice The resources below revisit complex Maths topics included your STEM ...
Mean field-type models describing the limiting behavior of stochastic differential games as the number of players tends to +∞ were recently introduced by Lasry and Lions. Under suitable assumptions, ...