The estimation of parameters for stochastic differential equations using neural networks

DOI10.1080/17415970600907429zbMath1202.34035OpenAlexW2104942323WikidataQ63580790 ScholiaQ63580790MaRDI QIDQ3062539

Z. Xie, C. Rajanayaka, Don Kulasiri, Sandhya Samarasinghe

Publication date: 28 December 2010

Published in: Inverse Problems in Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17415970600907429

zbMATH Keywords

Wiener processstochastic differential equationsartificial neural networksparameters estimation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Neural networks for/in biological studies, artificial life and related topics (92B20) Inverse problems involving ordinary differential equations (34A55)

Related Items (2)

Legendre Neural Network for Solving Linear Variable Coefficients Delay Differential-Algebraic Equations with Weak Discontinuities ⋮ Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations

Cites Work

• The relative efficiency of method of moments estimators
• Martingale estimation functions for discretely observed diffusion processes
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