Modeling a stochastic age-structured capital system with Poisson jumps using neural networks

DOI10.1016/j.ins.2019.12.048zbMath1460.91297OpenAlexW2998104329MaRDI QIDQ2660900

Li Wang, Jie Ren, Feilong Cao, Chunmei Ding, Qi-min Zhang

Publication date: 31 March 2021

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2019.12.048

zbMATH Keywords

numerical solutionfeedforward neural networksPoisson jumpsstochastic age-structured capital systems

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Probabilistic methods, stochastic differential equations (65C99)

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Cites Work

• Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps
• Robust stochastic configuration networks with kernel density estimation for uncertain data regression
• Interpolation and rates of convergence for a class of neural networks
• The essential order of approximation for neural networks
• Approximation by Ridge functions and neural networks with one hidden layer
• Multilayer feedforward networks are universal approximators
• An iterative learning algorithm for feedforward neural networks with random weights
• Mean-square dissipative methods for stochastic age-dependent capital system with fractional Brownian motion and jumps
• Numerical analysis of the balanced implicit method for stochastic age-dependent capital system with Poisson jumps
• Convergence analyses on sparse feedforward neural networks via group lasso regularization
• Convergence of numerical solutions for a class of stochastic age-dependent capital system with random jump magnitudes

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