R.I.P.
👻
Ghosted
Numerical Solution of Fuzzy Stochastic Differential Equation
February 03, 2015 · Declared Dead · 🏛 Journal of Intelligent & Fuzzy Systems
"No code URL or promise found in abstract"
Evidence collected by the PWNC Scanner
Authors
Sukanta Nayak, Snehashish Chakraverty
arXiv ID
1502.01321
Category
math.NA: Numerical Analysis
Cross-listed
cs.AI,
math-ph
Citations
8
Venue
Journal of Intelligent & Fuzzy Systems
Last Checked
1 month ago
Abstract
In this paper an alternative approach to solve uncertain Stochastic Differential Equation (SDE) is proposed. This uncertainty occurs due to the involved parameters in system and these are considered as Triangular Fuzzy Numbers (TFN). Here the proposed fuzzy arithmetic in [2] is used as a tool to handle Fuzzy Stochastic Differential Equation (FSDE). In particular, a system of Ito stochastic differential equations is analysed with fuzzy parameters. Further exact and Euler Maruyama approximation methods with fuzzy values are demonstrated and solved some standard SDE.
Community Contributions
Found the code? Know the venue? Think something is wrong? Let us know!
📜 Similar Papers
In the same crypt — Numerical Analysis
R.I.P.
👻
Ghosted
Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations
R.I.P.
👻
Ghosted
PDE-Net: Learning PDEs from Data
R.I.P.
👻
Ghosted
Efficient tensor completion for color image and video recovery: Low-rank tensor train
R.I.P.
👻
Ghosted
Tensor Ring Decomposition
R.I.P.
👻
Ghosted
Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations
Died the same way — 👻 Ghosted
R.I.P.
👻
Ghosted
Language Models are Few-Shot Learners
R.I.P.
👻
Ghosted
PyTorch: An Imperative Style, High-Performance Deep Learning Library
R.I.P.
👻
Ghosted
XGBoost: A Scalable Tree Boosting System
R.I.P.
👻
Ghosted