Mean square stability of two classes of theta method for neutral stochastic differential delay equations.
Linna LiuQuanxin ZhuPublished in: J. Comput. Appl. Math. (2016)
Keyphrases
- preprocessing
- mathematical model
- synthetic data
- stability analysis
- optimization method
- prior knowledge
- significant improvement
- clustering method
- data sets
- support vector machine
- jump diffusion process
- convergence rate
- high precision
- sufficient conditions
- high accuracy
- experimental evaluation
- similarity measure
- computational cost
- dynamic programming
- energy function
- computational complexity
- monte carlo
- objective function
- multiscale
- genetic algorithm
- neural network