Euler-Maruyama scheme for Caputo stochastic fractional differential equations.
Thái Son DoànPhan Thi HuongPeter E. KloedenAnh My VuPublished in: J. Comput. Appl. Math. (2020)
Keyphrases
- differential equations
- feed forward artificial neural networks
- fractional order
- brownian motion
- dynamical systems
- numerical solution
- optimal control problems
- stochastic differential equations
- ordinary differential equations
- partial differential equations
- boundary value problem
- nonlinear differential equations
- difference equations
- stochastic model
- natural images
- state space
- reinforcement learning
- learning algorithm