Reaction-diffusion equations underpin the modelling of a vast array of natural and engineered phenomena, ranging from the spread of invasive species and epidemic outbreaks to phase transitions in ...

This is a preview. Log in through your library . Abstract This paper deals with an inverse source problem for the multi-term time-fractional diffusion equation with a diffusion parameter by using ...

The Annals of Applied Probability, Vol. 28, No. 1 (February 2018), pp. 1-34 (34 pages) In this paper, we aim to develop the stochastic control theory of branching diffusion processes where both the ...

The new developments are the SJVJD model with double-uniform jump-amplitude distributions and time-varying market parameters for the optimal portfolio problem. Although unlimited borrowing and ...