On approximation of solutions of stochastic delay differential equations via randomized Euler scheme.
Pawel PrzybylowiczYue WuXinheng XiePublished in: CoRR (2023)
Keyphrases
- differential equations
- approximation schemes
- numerical methods
- boundary value problem
- brownian motion
- continuous functions
- dynamical systems
- feed forward artificial neural networks
- difference equations
- ordinary differential equations
- numerical integration
- numerical solution
- polynomial time approximation
- stochastic differential equations
- approximation algorithms
- partial differential equations
- nonlinear differential equations
- transmission line
- finite element method
- optimal control problems
- level set
- runge kutta