Chelyshkov least squares support vector regression for nonlinear stochastic differential equations by variable fractional Brownian motion
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Publication:2111297
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)
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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
- Performance of Genocchi wavelet neural networks and least squares support vector regression for solving different kinds of differential equations
- Bernoulli wavelet least squares support vector regression: Robust numerical method for systems of fractional differential equations
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