Nonparametric inference of stochastic differential equations based on the relative entropy rate-Reference-Cited by-同舟云学术

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Nonparametric inference of stochastic differential equations based on the relative entropy rate

Published:2022-09-13 Issue:2 Volume:46 Page:2986-2996
ISSN:0170-4214
Container-title:Mathematical Methods in the Applied Sciences
language:en
Short-container-title:Math Methods in App Sciences

Author:

Dai Min¹^ORCID,Duan Jinqiao²,Hu Jianyu³,Wang Xiangjun³

Affiliation:

1. School of Science Wuhan University of Technology Wuhan China

2. Department of Applied Mathematics, College of Computing Illinois Institute of Technology Chicago Illinois USA

3. School of Mathematics and Statistics Huazhong University of Science and Technology Wuhan China

Funder

National Natural Science Foundation of China

National Science Foundation

Publisher

Wiley

Subject

General Engineering,General Mathematics

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/mma.8685

Reference27 articles.

1. Stochastic dynamics and sensitivity analysis of a multistage marine shafting system with uncertainties

2. Parametric sensitivity analysis for biochemical reaction networks based on pathwise information theory

3. Efficient stochastic sensitivity analysis of discrete event systems

4. Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics

5. A relative entropy rate method for path space sensitivity analysis of stationary complex stochastic dynamics

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1. Singularity properties of the entropy in an enclosed system characterized by accumulated noise stochastic processes;Communications in Nonlinear Science and Numerical Simulation;2024-12

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