[HTML][HTML] 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 …
time-series data, we derive a full representation of the generator of the Kramers–Moyal …
Enhancing the accuracy of a data-driven reconstruction of bivariate jump-diffusion models with corrections for higher orders of the sampling interval
E Aslim, T Rings, L Zabawa… - Journal of Statistical …, 2021 - iopscience.iop.org
We evaluate the significance of a recently proposed bivariate jump-diffusion model for a
data-driven characterization of interactions between complex dynamical systems. For …
data-driven characterization of interactions between complex dynamical systems. For …
Characterization of Jump-Diffusion Stochastic Dynamics: Analysis and Applications on Real World Data
PP Lin - 2023 - oops.uni-oldenburg.de
Stochastic behavior can be observed in nature in the context of the interactions of nonlinear
complex dynamical systems. These can be described by mathematical models and their …
complex dynamical systems. These can be described by mathematical models and their …
[HTML][HTML] Testing jump-diffusion in epileptic brain dynamics: Impact of daily rhythms
JG Kurth, T Rings, K Lehnertz - Entropy, 2021 - mdpi.com
Stochastic approaches to complex dynamical systems have recently provided broader
insights into spatial-temporal aspects of epileptic brain dynamics. Stochastic qualifiers …
insights into spatial-temporal aspects of epileptic brain dynamics. Stochastic qualifiers …