Copyright © 2016 by authors and Scientific Research Publishing Inc. This work is licensed under the Creative Commons Attribution International License (CC BY 4.0). A ...
1 Department of Mathematics, University of Rwanda, Kigali, Rwanda. 2 Department of Mathematics, University of Dar-es-Salaam, Dar-es-Salaam, Tanzania. A disease transmission model of SEIR type is ...
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Optimizing over the stationary distribution of stochastic differential equations (SDEs) is computationally challenging. A new forward propagation algorithm is developed and analyzed for the online ...
We study optimal stochastic control problems for non-Markovian stochastic differential equations (SDEs) where the drift, diffusion coefficients and gain functionals are path-dependent, and importantly ...
In my final year in B.Tech I got interested in Cryptography and thus took it as my final year elective as well as the major project. I worked on SDES cryptography algorithm and developed an SDES ...
Abstract: Markov chain Monte Carlo (MCMC) methods are a cornerstone of Bayesian inference and stochastic simulation. The Metropolis-adjusted Langevin algorithm (MALA) is an MCMC method that relies on ...
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