Neural network-based parameter estimation of stochastic differential equations driven by Lévy noise
Xiaolong Wang, Jing Feng, Qi Liu, Yongge Li, Yong Xu
Topics & Concepts
Artificial neural networkStochastic differential equationNoise (video)Computer scienceTrajectoryParameterized complexityDifferential equationDuffing equationControl theory (sociology)Stochastic neural networkEstimation theoryAlgorithmApplied mathematicsMathematicsRecurrent neural networkNonlinear systemArtificial intelligenceMathematical analysisControl (management)AstronomyQuantum mechanicsPhysicsImage (mathematics)Model Reduction and Neural NetworksControl Systems and IdentificationFluid Dynamics and Turbulent Flows