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Interacting Particle Solutions of Fokker–Planck Equations Through Gradient–Log–Density Estimation
Fokker–Planck equations are extensively employed in various scientific fields as they characterise the behaviour of stochastic systems at the level of probability density functions. Although broadly used, they allow for analytical treatment only in limited settings, and often it is inevitable to res...
Autores principales: | , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2020
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7517374/ https://www.ncbi.nlm.nih.gov/pubmed/33286573 http://dx.doi.org/10.3390/e22080802 |