The equation of motion of a discrete linear system has the form of a second-order ordinary differential equation with three real and square coefficient matrices. It is shown that, for almost all ...
VISCOSITY SOLUTIONS TO PARABOLIC MASTER EQUATIONS AND MCKEAN–VLASOV SDES WITH CLOSED-LOOP CONTROLS
The master equation is a type of PDE whose state variable involves the distribution of certain underlying state process. It is a powerful tool for studying the limit behavior of large interacting ...
IN this new edition of a well-known and popular treatise the principal change is the addition of a chapter on the theory of substitutions and groups. Following the methods of Serret, Jordan and Netto, ...
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