Non-Gaussian test models for prediction and state estimation with model errors

DOI10.1007/s11401-012-0759-3zbMath1316.60055OpenAlexW2109982797MaRDI QIDQ1943074

Michal Branicki, Andrew J. Majda, Nan Chen

Publication date: 15 March 2013

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11401-012-0759-3

zbMATH Keywords

predictionFokker-Planck equationsinformation theorymodel errorturbulent dynamical systemsFeynman-Kac framework

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Information theory (general) (94A15) Prediction theory (aspects of stochastic processes) (60G25)

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