A practical and accessible introduction to numerical methods for stochastic differential equations is given. The reader is assumed to be familiar with Euler's method for deterministic differential ...

Fractional Poisson processes represent an innovative extension of the classical Poisson process, wherein the interarrival times follow heavy-tailed distributions often characterised by the Mittag ...

Kardar-Parisi-Zhang (KPZ) equation: A nonlinear stochastic partial differential equation that describes the temporal evolution of growing interfaces, accounting for local growth, smoothing, and ...

We establish global convergence results for stochastic fictitious play for four classes of games: games with an interior ESS, zero sum games, potential games, and supermodular games. We do so by ...