Neural network-based parameter estimation of stochastic differential equations driven by Lévy noise

DOI10.1016/j.physa.2022.128146OpenAlexW4294579762WikidataQ115341715 ScholiaQ115341715MaRDI QIDQ2088244

Yanyan Li

Publication date: 21 October 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2022.128146

zbMATH Keywords

stochastic differential equationparameter estimationneural networkOrnstein-Uhlenbeck processLévy noiseDuffing system

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items

Deep learning-based parameter estimation of stochastic differential equations driven by fractional Brownian motions with measurement noise

Uses Software

• SciPy
• Python
• PyTorch
• Adam

Cites Work

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