Using the path-integral formalism, Ryan Parker, Mark Stedman and Luca Capriotti develop an accurate and easy-to-compute semi-analytical approximation for a general class of default intensity models.
Path integral visualization of B · dL in Ampère’s Law. Build intuition for magnetic fields, line integrals, and how symmetry simplifies electromagnetism problems. #AmperesLaw #LineIntegral #MagneticFi ...
Rough path theory provides a rigorous framework to analyse differential equations driven by highly irregular signals, such as those encountered in stochastic differential equations (SDEs). By ...