Chelyshkov least squares support vector regression for nonlinear stochastic differential equations by variable fractional Brownian motion

DOI10.1016/j.chaos.2022.112570OpenAlexW4293576057WikidataQ114198986 ScholiaQ114198986MaRDI QIDQ2111297

Parisa Rahimkhani, Yadollah Ordokhani

Publication date: 13 January 2023

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2022.112570

zbMATH Keywords

convergence analysisfractional Brownian motionstochastic differential equationsleast squares support vector regressionChelyshkov polynomials

Mathematics Subject Classification ID

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)

Related Items (3)

Numerical solution of nonlinear stochastic differential equations with fractional Brownian motion using fractional-order Genocchi deep neural networks ⋮ Bernoulli wavelet least squares support vector regression: Robust numerical method for systems of fractional differential equations ⋮ Performance of Genocchi wavelet neural networks and least squares support vector regression for solving different kinds of differential equations

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