Non-parametric Estimation of Stochastic Differential Equations from Stationary Time-Series
Author:
Publisher
Springer Science and Business Media LLC
Subject
Mathematical Physics,Statistical and Nonlinear Physics
Link
https://link.springer.com/content/pdf/10.1007/s10955-021-02847-6.pdf
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3. Crommelin, D., Vanden-Eijnden, E.: Fitting timeseries by continous-time markov chains: a quadratic programming approach. J. Comp. Phys. 217, 782–805 (2006)
4. Dolaptchiev, S.I., Achatz, U., Timofeyev, I.: Stochastic closure for local averages in the finite-difference discretization of the forced Burgers equation. Theor. Comput. Fluid Dyn. 27(3–4), 297–317 (2013)
5. Dolaptchiev, S.I., Timofeyev, I., Achatz, U.: Subgrid-scale closure for the inviscid Burgers-Hopf equation. Commun. Math. Sci. 11(3), 757–777 (2013)
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