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Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method
BSDE FBSDE Asymptotic Expansion Malliavin Derivative interacting particle method branching diffusion
2012/4/28
In this paper, we propose an efficient Monte Carlo implementation of non-linear FBSDEs as a system of interacting particles inspired by the ideas of branching diffusion method. It will be particularly...
We characterise the one-loop amplitudes for N=6 and N=4 supergravity in four dimensions. For N=6 we find that the one-loop n-point amplitudes can be expanded in terms of scalar box and triangle funct...
Time-convolutionless master equation for quantum dots: Perturbative expansion to arbitrary order
Time-convolutionless master equation quantum dots Perturbative expansion arbitrary order
2010/11/19
The master equation describing the non-equilibrium dynamics of a quantum dot coupled to metallic leads is considered. Employing a superoperator approach, we derive an exact time-convolutionless master...