Arbitrary-Order Finite-Time Corrections for the Kramers–Moyal Operator

With the aim of improving the reconstruction of stochastic evolution equations from empirical time-series data, we derive a full representation of the generator of the Kramers–Moyal operator via a power-series expansion of the exponential operator. This expansion is necessary for deriving the differ...

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Detalles Bibliográficos
Autores principales: Rydin Gorjão, Leonardo, Witthaut, Dirk, Lehnertz, Klaus, Lind, Pedro G.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8146575/
https://www.ncbi.nlm.nih.gov/pubmed/33923154
http://dx.doi.org/10.3390/e23050517

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8146575/
https://www.ncbi.nlm.nih.gov/pubmed/33923154
http://dx.doi.org/10.3390/e23050517

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