Longtime behaviors of θ-Euler-Maruyama method for stochastic functional differential equations.
Chuchu ChenTonghe DangJialin HongGuoting SongPublished in: CoRR (2024)
Keyphrases
- differential equations
- boundary value problem
- ordinary differential equations
- neural network
- sensitivity analysis
- feed forward artificial neural networks
- runge kutta
- difference equations
- brownian motion
- numerical methods
- dynamic programming
- multiresolution
- pairwise
- computational complexity
- objective function
- similarity measure
- machine learning