Cargando…
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...
| Autores principales: | , , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2021
|
| Materias: | |
| 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 |