Strong convergence of implicit numerical methods for nonlinear stochastic functional differential equations.
Shaobo ZhouHai JinPublished in: J. Comput. Appl. Math. (2017)
Keyphrases
- differential equations
- numerical methods
- feed forward artificial neural networks
- ordinary differential equations
- nonlinear differential equations
- brownian motion
- difference equations
- boundary value problem
- numerical integration
- approximation schemes
- dynamical systems
- numerical solution
- optimal control problems
- runge kutta
- partial differential equations
- finite difference
- finite element method
- convergence rate
- neural network
- dynamic systems
- state space
- artificial neural networks
- computer vision
- machine learning