The circumference of a sphere is measured to be 24 cm, with a possible error of 0.25 cm. Use the differential \(dV\) to estimate the maximum error in the calculated ...

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 ...

We develop analytical approximations to bootstrap distribution functions of statistics that are smooth functions of vector means. In particular, our technique is applicable in the case of bootstrap ...