The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations.
Guoting SongJunhao HuShuaibin GaoXiaoyue LiPublished in: Numer. Algorithms (2022)
Keyphrases
- differential equations
- difference equations
- feed forward artificial neural networks
- initial conditions
- brownian motion
- ordinary differential equations
- boundary value problem
- numerical methods
- numerical integration
- nonlinear differential equations
- dynamical systems
- optimal control problems
- stability analysis
- numerical solution
- partial differential equations
- linear matrix inequality
- lyapunov function
- control theory
- lyapunov theory
- stochastic processes
- boundary conditions
- asymptotic stability
- object recognition
- reinforcement learning