A data-driven approach for discovering stochastic dynamical systems with non-Gaussian Lévy noise
Yang Li, Jinqiao Duan
Topics & Concepts
Stochastic differential equationGaussianDynamical systems theoryNoise (video)Measure (data warehouse)Gaussian noiseStatistical physicsJump diffusionDiffusionComputer scienceApplied mathematicsGaussian processStochastic processJumpMathematicsAlgorithmPhysicsArtificial intelligenceData miningStatisticsThermodynamicsImage (mathematics)Quantum mechanicsstochastic dynamics and bifurcationProbabilistic and Robust Engineering DesignModel Reduction and Neural Networks