The main aim of this paper is to develop some basic theories of neutral stochastic functional differential equations (NSFDEs). Firstly, we establish a local existenceuniqueness theorem under the local ...

Almost automorphic solutions represent a sophisticated generalisation of almost periodic functions and have become an increasingly influential concept in the study of differential equations. These ...

This paper presents a novel and direct approach to solving boundary- and final-value problems, corresponding to barrier options, using forward pathwise deep learning and forward–backward stochastic ...