Results 11 to 20 of about 175,748 (328)
Data‐driven performance metrics for neural network learning
International Journal of Adaptive Control and Signal Processing, EarlyView., 2023 Summary Effectiveness of data‐driven neural learning in terms of both local mimima trapping and convergence rate is addressed. Such issues are investigated in a case study involving the training of one‐hidden‐layer feedforward neural networks with the extended Kalman filter, which reduces the search for the optimal network parameters to a state ...
Angelo Alessandri +2 more
wiley +1 more source
STATIONARY SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH MEMORY AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS [PDF]
Communications in Contemporary Mathematics, 2005 We explore Itô stochastic differential equations where the drift term possibly depends on the infinite past. Assuming the existence of a Lyapunov function, we prove the existence of a stationary solution assuming only minimal continuity of the coefficients.
Jonathan C. Mattingly +3 more
openaire +2 more sources
Stability of Stochastic Partial Differential Equations
Axioms, 2023 In this paper, we study the stability of the stochastic parabolic differential equation with dependent coefficients. We consider the stability of an abstract Cauchy problem for the solution of certain stochastic parabolic differential equations in a Hilbert space.
Allaberen Ashyralyev, Ülker Okur
openaire +2 more sources
AIMS Mathematics, 2019 The one dimension Legendre Wavelet is a numerical method to solve one dimension equation. In this paper Black-Scholes equation (B-S), that has applied via single asset American option and Heston Cox- Ingersoll- Ross equation (HCIR), as partial ...
Jafar Biazar, Fereshteh Goldoust
doaj +1 more source
Approximations of stochastic partial differential equations
The Annals of Applied Probability, 2016 In this paper we show that solutions of stochastic partial differential equations driven by Brownian motion can be approximated by stochastic partial differential equations forced by pure jump noise/random kicks. Applications to stochastic Burgers equations are discussed.
Di Nunno, Giulia, Zhang, Tusheng
openaire +5 more sources
Stochastic Analysis and Partial Differential Equations [PDF]
, 2007 Gui‐Qiang Chen +2 more
openalex +3 more sources
A direct approach to linear-quadratic stochastic control [PDF]
Opuscula Mathematica, 2017 A direct approach is used to solve some linear-quadratic stochastic control problems for Brownian motion and other noise processes. This direct method does not require solving Hamilton-Jacobi-Bellman partial differential equations or backward stochastic ...
Tyrone E. Duncan, Bozenna Pasik-Duncan
doaj +1 more source
Ambit Processes and Stochastic Partial Differential Equations [PDF]
SSRN Electronic Journal, 2010 Ambit processes are general stochastic processes based on stochastic integrals with respect to Levy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance.
Fred Espen Benth +3 more
openaire +3 more sources
A free stochastic partial differential equation [PDF]
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2014 We get stationary solutions of a free stochastic partial differential equation. As an application, we prove equality of non-microstate and microstate free entropy dimensions under a Lipschitz like condition on conjugate variables, assuming also R^ embeddability. This includes an N-tuple of q-Gaussian random variables e.g. for |q|N\leq 0.13.
openaire +4 more sources
Differential games for stochastic partial differential equations [PDF]
Nagoya Mathematical Journal, 1993 In this paper we are concerned with zero-sum two-player finite horizon games for stochastic partial differential equations (SPDE in short). The main aim is to formulate the principle of dynamic programming for the upper (or lower) value function and investigate the relationship between upper (or lower) value function and viscocity solution of min-max ...
Fleming, W. H., Nisio, M.
openaire +3 more sources