We introduce a forward scheme to simulate backward SDEs and demonstrate the strength of the new algorithm by solving some financial problems numerically.

The possible role of the cerebellum for the control of saccades and gaze holding is reconsidered using a computational modeling approach. As suggested by previous research, control of gaze holding is assumed to be enhanced by the floccular lobe, whereas control of the saccadic pulse is governed by the oculomotor vermis and fastigial nucleus. In the present work, a negative feedback loop via the...