Convergence of numerical solutions to stochastic delay differential equations with jumps.
Ronghua LiHongbing MengYonghong DaiPublished in: Appl. Math. Comput. (2006)
Keyphrases
- numerical solution
- differential equations
- feed forward artificial neural networks
- dynamical systems
- optimal control problems
- ordinary differential equations
- difference equations
- low order
- numerical methods
- nonlinear equations
- finite element method
- partial differential equations
- boundary value problem
- numerical integration
- markov chain
- deformable models
- state space
- lower bound
- reinforcement learning