Logarithmic Euler Maruyama Scheme for Multi Dimensional Stochastic Delay Differential Equation.
Nishant AgrawalYaozhong HuPublished in: CoRR (2021)
Keyphrases
- differential equations
- multi dimensional
- brownian motion
- feed forward artificial neural networks
- dynamical systems
- numerical solution
- ordinary differential equations
- initial conditions
- numerical methods
- optimal control problems
- boundary value problem
- difference equations
- continuous functions
- data cube
- partial differential equations
- pairwise
- stochastic differential equations
- nonlinear differential equations
- sensitivity analysis
- state space