Variational estimation of the drift for stochastic...

Variational estimation of the drift for stochastic differential equations from the empirical density

Batz, Philipp, Ruttor, Andreas, Opper, Manfred
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Volume:
2016
Language:
english
Journal:
Journal of Statistical Mechanics: Theory and Experiment
DOI:
10.1088/1742-5468/2016/08/083404
Date:
August, 2016
File:
PDF, 1.11 MB
english, 2016
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