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

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

9 December 2021
Min Dai
Jinqiao Duan
Jianyu Hu
Xiangjun Wang
ArXiv (abs)PDFHTML

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

1 / 1 papers shown
Title
Weak Collocation Regression for Inferring Stochastic Dynamics with
  Lévy Noise
Weak Collocation Regression for Inferring Stochastic Dynamics with Lévy Noise
Liya Guo
Liwei Lu
Zhijun Zeng
Pipi Hu
Yi Zhu
96
1
0
13 Mar 2024
1