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 ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

Abstract: A class of finite-horizon optimal control problems, the solution of which relies on a time-varying change of coordinates that incorporates the transition matrix of the system linearized ...

Solving an equation means finding the value or values for which the two expressions on each side of the equals sign are equal. One of the most common methods used to solve equations is the balance ...

It might be possible to probe a close analogue of zitterbewegung by recreating the mathematics of Dirac's equation in a quantum wire. Dirac's equation has an infinite number of solutions with negative ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...