Numerical solution of nonlinear stochastic differential equations with fractional Brownian motion using fractional-order Genocchi deep neural networks.
Parisa RahimkhaniPublished in: Commun. Nonlinear Sci. Numer. Simul. (2023)
Keyphrases
- stochastic differential equations
- numerical solution
- fractional brownian motion
- neural network
- differential equations
- brownian motion
- long range
- non stationary
- maximum a posteriori estimation
- partial differential equations
- fractal dimension
- financial markets
- pattern recognition
- random fields
- dynamical systems
- neural network model
- additive gaussian noise
- conditional random fields
- markov random field
- noisy images
- stock price
- higher order
- texture analysis
- dynamic programming