Parameter estimation in differential equation models is a critical endeavour in the mathematical modelling of dynamic systems. Such models, represented by ordinary differential equations (ODEs), ...

This is a preview. Log in through your library . Abstract A parameter estimation algorithm is developed that can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., ...

This paper presents a novel and direct approach to solving boundary- and final-value problems, corresponding to barrier options, using forward pathwise deep learning and forward–backward stochastic ...