Motivated by the work of Musiela and Zariphopoulou [24], we study the Itô random fields which are utility functions U(t, x) for any (ω, t). The main tool is the marginal utility Ux(t, x) and its inverse expressed as the opposite of the derivative of the Fenchel conjuguate Ũ(t, y). Under regularity assumptions, we associate a SDE(μ, σ) and its adjoint SPDE(μ, σ) in divergence form whose Ux(t, x)...

تأخیرهای طولانی در تکمیل واحدهای مسکونی، ناشی از عدم‌­تأمین منابع مالی کافی و به‌موقع یکی مشکلات سازندگان فرآیند تولید مسکن است؛ بنابراین پژوهش حاضر با توجه به چالش‌­هایی که مانع پیش‌فروش مؤثر مسکونی برای تأمین هستند، بر آن است تا ارائه مدلی اساس رویکرد پویایی­ سیستم، سیاست­‌های پیش‌­فروش را راستای مکفی به‌موقع، کاهش تأخیر تکمیل، هزینه فرصت ازدست‌رفته حصول توازن بین سود سازنده خریدار تعیین کند....

State-of-the-art computer codes for simulating real physical systems are often characterized by vast number of input parameters. Performing uncertainty quantification (UQ) tasks with Monte Carlo (MC) methods is almost always infeasible because of the need to perform hundreds of thousands or even millions of forward model evaluations in order to obtain convergent statistics. One, thus, tries to ...

Motivated by the work of Musiela and Zariphopoulou [24], we study the Itô random fields which are utility functions U(t, x) for any (ω, t). The main tool is the marginal utility Ux(t, x) and its inverse expressed as the opposite of the derivative of the Fenchel conjuguate Ũ(t, y). Under regularity assumptions, we associate a SDE(μ, σ) and its adjoint SPDE(μ, σ) in divergence form whose Ux(t, x)...