Numerical solution of nonlinear stochastic differential equations with fractional Brownian motion using fractional-order Genocchi deep neural networks
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Publication:6058729
convergence analysisdeep neural networksfractional Brownian motionfractional-order Genocchi functionsstochastic differential equations
Stochastic integral equations (60H20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Numerical methods for wavelets (65T60)
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Cited in
(7)- A numerical method for \(\Psi\)-fractional integro-differential equations by Bell polynomials
- Numerical investigation of -fractional differential equations using wavelets neural networks
- Fejér-quadrature collocation neural network method for solving -tempered fractional electrohydrodynamics flow model
- A hybrid method based on the classical/piecewise Chebyshev cardinal functions for multi-dimensional fractional Rayleigh-Stokes equations
- Numerical simulation of nonlinear Liénard's equation via Morgan-Voyce even Fibonacci neural network
- Alternative wavelets for the solution of variable-order fractal-fractional differential equations system with power and Mittag-Leffler kernels
- Title not available (Why is no real title available?)
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