The Strong Convergence and Stability of Explicit Approximations for Nonlinear Stochastic Delay Differential Equations.
Guoting SongJunhao HuShuaibin GaoXiaoyue LiPublished in: CoRR (2020)
Keyphrases
- differential equations
- difference equations
- feed forward artificial neural networks
- initial conditions
- brownian motion
- boundary value problem
- ordinary differential equations
- numerical integration
- nonlinear differential equations
- numerical methods
- dynamical systems
- numerical solution
- stability analysis
- optimal control problems
- lyapunov theory
- transmission line
- lyapunov function
- convergence rate
- stochastic process
- control theory
- stochastic processes
- delay dependent