Identifying stochastic governing equations from data of the most probable transition trajectories

DOI10.1142/s0219493723400105arXiv2002.10251OpenAlexW3013910661MaRDI QIDQ6191971

Xiaoli Chen, Jian Ren

Publication date: 11 March 2024

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.10251

zbMATH Keywords

optimizationsparse regressionnoise intensityOnsager-Machlup functionmost probable trajectory

Mathematics Subject Classification ID

General nonlinear regression (62J02) Time series analysis of dynamical systems (37M10) Mathematical problems of computer architecture (68M07) Dynamical systems in optimization and economics (37N40) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)

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