Numerical solution of nonlinear stochastic differential equations with fractional Brownian motion using fractional-order Genocchi deep neural networks
DOI10.1016/j.cnsns.2023.107466OpenAlexW4385360245MaRDI QIDQ6058729
Publication date: 1 November 2023
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cnsns.2023.107466
convergence analysisfractional Brownian motionstochastic differential equationsdeep neural networksfractional-order Genocchi functions
Numerical methods for wavelets (65T60) 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) Stochastic integral equations (60H20)
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