Abstract: General partial differential equations, which can describe any complex functions, may be solved by an adapted method of the similarity analysis that models polynomial data relations of ...
1 College of Economics, Shanghai University, Shanghai, China. 2 School of Economics & Management, Tongji University, Shanghai, China. The Duffing equation is a non-linear second-order differential ...
Abstract: In this article, we consider a linear-quadratic optimal control problem of mean-field stochastic differential equation with jump diffusion, which is also called as an mean-field ...