In this paper, we develop a theta-discretization of time integrands for numerical solutions of forward-backward stochastic differential equations, and suggest a new set of basic functions to the Least -squares Monte Carlo simulations. This set of basic functions bases on characteristic functions...

We introduce a new class of basic functions based on characteristic functions to approximate two kinds of conditional expectations. we give the proofs and the error analysis of the approximations. In terms of such approximations, we employ a theta-discretization of time integrands for numerical...

The rational power sharing among different interface converters should be determined by the converter capacity. In order to guarantee that each converter operates at the ideal condition, considering the radial and mesh configuration, a modified strategy for load power sharing accuracy...