Backward stochastic Volterra integral equations with additive perturbations.
Jasmina DjordjevicSvetlana JankovicPublished in: Appl. Math. Comput. (2015)
Keyphrases
- stochastic differential equations
- forward and backward
- maximum a posteriori estimation
- least squares
- integral equation
- brownian motion
- fractional brownian motion
- additive gaussian noise
- stochastic optimization
- nonlinear equations
- bi directional
- learning automata
- neural network
- linear equations
- higher order statistics
- probability distribution
- stochastic process
- stochastic models
- linear systems
- optimal control
- differential equations
- mathematical model