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Analytical solution of stochastic differential equation by multilayer perceptron neural network approximation of Fokker–Planck equation - MaRDI portal

Analytical solution of stochastic differential equation by multilayer perceptron neural network approximation of Fokker–Planck equation (Q6071665)

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scientific article; zbMATH DE number 7771407
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Analytical solution of stochastic differential equation by multilayer perceptron neural network approximation of Fokker–Planck equation
scientific article; zbMATH DE number 7771407

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    Analytical solution of stochastic differential equation by multilayer perceptron neural network approximation of Fokker–Planck equation (English)
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    28 November 2023
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    Bayesian regularization
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    Fokker-Planck equation
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    Levenberg-Marquardt training algorithm
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    neural network
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    stochastic differential equation
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