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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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| Publicado no: | Entropy (Basel) |
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| Main Authors: | , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI
2021
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC8146575/ https://ncbi.nlm.nih.gov/pubmed/33923154 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e23050517 |
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