An exponential linear unit based neural network approach for optimizing numerical solutions of stochastic integral equation

DOI10.1216/JIE.2023.35.473MaRDI QIDQ6499435

S. Singh

Publication date: 8 May 2024

Published in: Journal of Integral Equations and Applications (Search for Journal in Brave)

zbMATH Keywords

Brownian motionMonte Carlo methodloss functionstochastic integral equationstochastic gradient descent

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Numerical optimization and variational techniques (65K10) Stochastic integrals (60H05) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

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• Integral equation models for image restoration: high accuracy methods and fast algorithms
• A Method for Solving Fredholm Integral Equations of the First Kind Based on Chebyshev Wavelets

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