Analytical solution of stochastic differential equation by multilayer perceptron neural network approximation of Fokker–Planck equation (Q6071665)
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scientific article; zbMATH DE number 7771407
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical solution of stochastic differential equation by multilayer perceptron neural network approximation of Fokker–Planck equation |
scientific article; zbMATH DE number 7771407 |
Statements
Analytical solution of stochastic differential equation by multilayer perceptron neural network approximation of Fokker–Planck equation (English)
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28 November 2023
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Bayesian regularization
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Fokker-Planck equation
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Levenberg-Marquardt training algorithm
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neural network
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stochastic differential equation
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