Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance.
Yang ShenQingxin MengPeng ShiPublished in: Autom. (2014)
Keyphrases
- differential equations
- brownian motion
- feed forward artificial neural networks
- free energy
- optimal control problems
- dynamical systems
- numerical solution
- boundary value problem
- belief networks
- ordinary differential equations
- control theory
- nonlinear differential equations
- transmission line
- numerical methods
- bayesian inference
- partial differential equations
- fixed point
- difference equations
- markov random field
- computer vision
- posterior distribution
- multiresolution