SIAM Journal on Numerical Analysis, Vol. 24, No. 3 (Jun., 1987), pp. 538-582 (45 pages) We prove the convergence of a large class of vortex methods for two-dimensional incompressible, inviscid flows ...
Backward stochastic differential equations (BSDEs) have emerged as a pivotal mathematical tool in the analysis of complex systems across finance, physics and engineering. Their formulation, generally ...