Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type.
Mahmoud AbouagwaJicheng LiuJi LiPublished in: Appl. Math. Comput. (2018)
Keyphrases
- differential equations
- feed forward artificial neural networks
- boundary value problem
- fractional order
- brownian motion
- stochastic differential equations
- difference equations
- numerical methods
- dynamical systems
- numerical solution
- ordinary differential equations
- optimal control problems
- artificial neural networks
- continuous functions
- boundary conditions
- transmission line
- partial differential equations
- logic programs
- optimal solution
- levenberg marquardt
- stochastic process
- back propagation
- pattern recognition