Chelyshkov least squares support vector regression for nonlinear stochastic differential equations by variable fractional Brownian motion
type: Item
instance of: scholarly article
title: Chelyshkov least squares support vector regression for nonlinear stochastic differential equations by variable fractional Brownian motion
published in: Chaos, Solitons and Fractals
publication date: 2023-01-13T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 65R20
Mathematics Subject Classification ID: 65L60
zbMATH DE Number: 7642303
zbMATH Keywords: Chelyshkov polynomials
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: least squares support vector regression
zbMATH Keywords: convergence analysis
author: P. Rahimkhani
author: Y. Ordokhani
Wikidata QID: Q114198986
MaRDI profile type: Publication
full work available at URL: j.chaos.2022.112570
OpenAlex ID: W4293576057
cites work: Chebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motion
cites work: Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
cites work: Stochastic Calculus for Fractional Brownian Motion and Applications
cites work: Almost sure convergence of solutions of linear stochastic Volterra equations to nonequilibrium limits
cites work: Generalized regularized least-squares approximation of noisy data with application to stochastic PDEs
cites work: A trustable shape parameter in the kernel-based collocation method with application to pricing financial options
cites work: Meshless simulation of stochastic advection-diffusion equations based on radial basis functions
cites work: Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations
cites work: Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion
cites work: Numerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion
cites work: The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion
cites work: Fractional processes and fractional-order signal processing. Techniques and applications
cites work: MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS
cites work: A divergence-free generalized moving least squares approximation with its application
cites work: A new approach to the numerical solution of Fredholm integral equations using least squares-support vector regression
cites work: Solving higher order nonlinear ordinary differential equations with least squares support vector machines
cites work: Orthonormal Bernoulli wavelets neural network method and its application in astrophysics
cites work: Alternative orthogonal polynomials and quadratures
cites work: A product integration approach based on new orthogonal polynomials for nonlinear weakly singular integral equations
cites work: The spectral method for solving sine-Gordon equation using a new orthogonal polynomial
cites work: Chelyshkov collocation method for a class of mixed functional integro-differential equations
cites work: A parameterized multi-step Newton method for solving systems of nonlinear equations
cites work: Computational implementation of the multivariate Halley method for solving nonlinear systems of equations
cites work: An improved composite collocation method for distributed-order fractional differential equations based on fractional Chelyshkov wavelets
cites work: Q4779819
cites work: Chaotic quantum behaved particle swarm optimization algorithm for solving nonlinear system of equations
cites work: Fractional-order Bernoulli wavelets and their applications
cites work: Wavelet approximation scheme for distributed order fractional differential equations
cites work: Wavelets method for solving systems of nonlinear singular fractional Volterra integro-differential equations
cites work: A note on stability of stochastic logistic equation
cites work: A famous nonlinear stochastic equation (Lotka-Volterra model with diffusion)
cites work: Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
cites work: Q5493417
cites work: An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
DOI: 10.1016/J.CHAOS.2022.112570
description: scientific article; zbMATH DE number 7642303