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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Autors principals:	Leonardo Rydin Gorjão, Dirk Witthaut, Klaus Lehnertz, Pedro G. Lind
Format:	Artigo
Idioma:	Inglês
Publicat:	MDPI AG 2021-04-01
Col·lecció:	Entropy
Matèries:	stochastic processes Kramers–Moyal equation Kramers–Moyal coefficients Fokker–Planck equation arbitrary-order approximations non-parametric estimators
Accés en línia:	https://www.mdpi.com/1099-4300/23/5/517
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