An explicit approximation for super-linear stochastic functional differential equations.
Xiaoyue LiXuerong MaoGuoting SongPublished in: CoRR (2022)
Keyphrases
- differential equations
- difference equations
- numerical integration
- brownian motion
- continuous functions
- feed forward artificial neural networks
- dynamical systems
- closed form
- numerical solution
- ordinary differential equations
- numerical methods
- optimal control problems
- boundary value problem
- runge kutta
- discrete random variables
- approximation schemes
- transmission line
- piecewise constant
- linear systems
- approximation algorithms
- partial differential equations
- neural network
- nonlinear differential equations
- conjugate gradient algorithm
- state space
- dynamic programming
- image analysis