Inferring nonlinear fractional diffusion processes from single trajectories
We present a method to infer the arbitrary space-dependent drift and diffusion of a nonlinear stochastic model driven by multiplicative fractional Gaussian noise from a single trajectory. Our method, fractional Onsager-Machlup optimisation (fOMo), introduces a maximum likelihood estimator by minimis...
Kaydedildi:
| Asıl Yazarlar: | , , |
|---|---|
| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
IOP Publishing
2023-01-01
|
| Seri Bilgileri: | New Journal of Physics |
| Konular: | |
| Online Erişim: | https://doi.org/10.1088/1367-2630/ad091e |
| Etiketler: |
Etiket eklenmemiş, İlk siz ekleyin!
|