A data-driven approach for discovering stochastic dynamical systems with non-Gaussian Lévy noise
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Publication:2115712
DOI10.1016/j.physd.2020.132830OpenAlexW3022499899MaRDI QIDQ2115712
Publication date: 21 March 2022
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.03769
rare eventsmachine learningnon-Gaussian Lévy noisestochastic dynamical systemsdata-driven approachheavy-tailed fluctuations
Probability theory and stochastic processes (60-XX) Statistical mechanics, structure of matter (82-XX)
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