Mean-square dissipativity of numerical methods for a class of stochastic neural networks with fractional Brownian motion and jumps.
Weijun MaBaocang DingHongfu YangQimin ZhangPublished in: Neurocomputing (2015)
Keyphrases
- fractional brownian motion
- numerical methods
- neural network
- long range
- non stationary
- approximation schemes
- differential equations
- financial markets
- fractal dimension
- partial differential equations
- long range dependence
- stochastic differential equations
- random fields
- sufficient conditions
- markov chain
- stock market
- steady state
- information extraction
- multiresolution
- pairwise
- pattern recognition