Chelyshkov least squares support vector regression for nonlinear stochastic differential equations by variable fractional Brownian motion
DOI10.1016/J.CHAOS.2022.112570OpenAlexW4293576057WikidataQ114198986 ScholiaQ114198986MaRDI QIDQ2111297FDOQ2111297
Authors: P. Rahimkhani, Y. Ordokhani 
Publication date: 13 January 2023
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2022.112570
fractional Brownian motionconvergence analysisstochastic differential equationsleast squares support vector regressionChelyshkov polynomials
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical methods for integral equations (65R20) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60)
Cites Work
- Stochastic differential equations in science and engineering. With CD-ROM.
- Stochastic Calculus for Fractional Brownian Motion and Applications
- A parameterized multi-step Newton method for solving systems of nonlinear equations
- Title not available (Why is that?)
- MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS
- An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
- Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
- Fractional processes and fractional-order signal processing. Techniques and applications
- A product integration approach based on new orthogonal polynomials for nonlinear weakly singular integral equations
- Wavelets method for solving systems of nonlinear singular fractional Volterra integro-differential equations
- Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
- A famous nonlinear stochastic equation (Lotka-Volterra model with diffusion)
- The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion
- Fractional-order Bernoulli wavelets and their applications
- A note on stability of stochastic logistic equation
- Chelyshkov collocation method for a class of mixed functional integro-differential equations
- Chaotic quantum behaved particle swarm optimization algorithm for solving nonlinear system of equations
- Meshless simulation of stochastic advection-diffusion equations based on radial basis functions
- Numerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion
- Almost sure convergence of solutions of linear stochastic Volterra equations to nonequilibrium limits
- Orthonormal Bernoulli wavelets neural network method and its application in astrophysics
- Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations
- Alternative orthogonal polynomials and quadratures
- Computational implementation of the multivariate Halley method for solving nonlinear systems of equations
- The spectral method for solving sine-Gordon equation using a new orthogonal polynomial
- Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion
- Chebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motion
- A new approach to the numerical solution of Fredholm integral equations using least squares-support vector regression
- Generalized regularized least-squares approximation of noisy data with application to stochastic PDEs
- Wavelet approximation scheme for distributed order fractional differential equations
- An improved composite collocation method for distributed-order fractional differential equations based on fractional Chelyshkov wavelets
- Solving higher order nonlinear ordinary differential equations with least squares support vector machines
- A divergence-free generalized moving least squares approximation with its application
- A trustable shape parameter in the kernel-based collocation method with application to pricing financial options
Cited In (4)
- An effective computational solver for fractal-fractional 2D integro-differential equations
- Numerical solution of nonlinear stochastic differential equations with fractional Brownian motion using fractional-order Genocchi deep neural networks
- Bernoulli wavelet least squares support vector regression: Robust numerical method for systems of fractional differential equations
- Performance of Genocchi wavelet neural networks and least squares support vector regression for solving different kinds of differential equations
This page was built for publication: Chelyshkov least squares support vector regression for nonlinear stochastic differential equations by variable fractional Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2111297)
