Analytic stochastic process solutions of second-order random differential equations.
Gema CalboJ. C. CortésLucas JódarL. VillafuertePublished in: Appl. Math. Lett. (2010)
Keyphrases
- differential equations
- stochastic process
- brownian motion
- boundary value problem
- nonlinear differential equations
- stochastic processes
- difference equations
- markov chain
- stochastic model
- probability measures
- dynamical systems
- ordinary differential equations
- numerical solution
- numerical methods
- partial differential equations
- machine learning
- higher order
- optimal solution
- least squares
- multiresolution
- reinforcement learning
- learning algorithm