Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition.
Lanying HuPublished in: Appl. Math. Comput. (2012)
Keyphrases
- differential equations
- brownian motion
- dynamical systems
- ordinary differential equations
- doubly stochastic
- sufficient conditions
- numerical solution
- boundary value problem
- machine learning
- multiresolution
- image enhancement
- diffusion process
- poisson process
- optimal control problems
- feed forward artificial neural networks