Statistical solution to SDEs with $$\alpha $$-stable Lévy noise via deep neural network
Hao Zhang, Yong Xu, Yongge Li, Jürgen Kurths
Topics & Concepts
Monte Carlo methodNoise (video)Artificial neural networkFokker–Planck equationMathematicsApplied mathematicsFractional calculusAlpha (finance)Stochastic differential equationDerivative (finance)AlgorithmComputer sciencePartial differential equationMathematical optimizationMathematical analysisArtificial intelligenceConstruct validityFinancial economicsImage (mathematics)PsychometricsStatisticsEconomicsFractional Differential Equations SolutionsProbabilistic and Robust Engineering DesignStochastic processes and financial applications