IT is nearly seventy years since De Morgan first published this tractate in the Library of Useful Knowledge. It was afterwards bound up with his large treatise on the differential and integral ...

We design a numerical scheme for solving a Dynamic Programming equation with Malliavin weights arising from the time-discretization of backward stochastic differential equations with the integration ...

Over recent decades, approximation theory has evolved to incorporate sophisticated operator-based techniques that extend classical sampling methods. Central to these developments is the use of ...