The role of slow manifolds in parameter estimation for a multiscale stochastic system with α-stable Lévy noise

DOI10.1063/1.5144331zbMath1458.34106arXiv2002.11784OpenAlexW3038495086MaRDI QIDQ5140967

Pingyuan Wei, Ying Chao, Jin-qiao Duan

Publication date: 17 December 2020

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.11784

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) System identification (93B30) Ordinary differential equations and systems with randomness (34F05) Invariant manifolds for ordinary differential equations (34C45) Singular perturbations for ordinary differential equations (34E15)

Related Items (2)

Stochastic dynamics and data science ⋮ Random invariant manifolds of stochastic evolution equations driven by Gaussian and non-Gaussian noises

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