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File: Hu Conference Ism
Onthe fractional differential Riccati equation and some new numerical approaches to its solution. April 30, 2022 Nicola Hu, nkhu@sfedu.ru, Southern Federal University, Rostov-on-Don. The following fractional differential equation D&alpha ...

icon picture PDF Filetype PDF | Posted on 27 Jan 2023 | 2 years ago

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...Onthe fractional differential riccati equation and some new numerical approaches to its solution april nicola hu nkhu sfedu ru southern federal university rostov on don the following d t i u r where represents riemann liouville derivative of order in is known as it appears many different problems noted for example rough heston model ds s vdw rt vt v m vs vsdbs which describes dynamics an asset price st variance process has been shown that characteristic function log expressed terms a thefractional non trivial solving have elaborated through adomian decomposition homotopy perturbation method see references there inside we will discuss approachfrombasedonthefractionalpowerseriesexpansionofthesolution moreover inrecent times neural networks gained popularity since they can be used universal approximators continuous functions interval approximation theorem with great success equations ref wewill use them general flexible nature suggests find applications other recent various modeling natur...
								

							

						
	
												
				
					
					
					
			
					
				
				
		
	

	
		





	

	
				

						

						
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										Category:  Uncategorized / Uncategorized 
										
Posted on: 27 Jan 2023 | 2 years ago
										
										
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Filetype: PDF
										
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												Wan learn