Dr. Zamrik https://validator.w3.org/feed/docs/rss2.html Blog About Home Pricing a Gas Liquefaction Plant as a Real Option: An HJB Approach ABM or MFG? The Cases Where the Answer Is Not Clear The Mean Field Game of Mediocrity Wealth Stratification, Norm Contagion, and Institutional Capture: An Agent-Based Model of Endogenous Accountability Collapse Accountability Collapse under Wealth Growth: A Stochastic Control Problem with Integral Equations Market Making Under Inventory Risk with Adverse Selection Brownian Local Time, Tanaka’s Formula, and the Quantum Delta Potential The Feynman–Kac Formula and the Heat Equation with Killing Last Passage Times, the Azéma–Yor Martingale, and Optimal Prediction of the Maximum Optimal Stopping and the Snell Envelope Order Book Dynamics and Price Impact in Limit Order Markets Hawkes Process Models for High-Frequency Trade Arrivals What Agent-Based Models See That Regressions Miss The Square Root That Keeps Rain Positive: CIR Processes in Weather Modelling Solving the 2D Wave Equation with Spectral Methods Solar Magnetohydrodynamics: Solving Magnetic Diffusion in a Sphere Heat Diffusion in an Iron Sphere — A FEniCSx Simulation Probability Fundamentals Course 3 Course 2 Courses Lecture 02: Random Variables Lecture 01: Sample Spaces and Events Agent-Based Models in the Peanut Butter Industry Research Visual Builder Asset Prerender When Neurons Forget: The Ornstein-Uhlenbeck Process in Neuroscience