Variational inference of the drift function for stochastic differential equations driven by Lévy processes

DOI10.1063/5.0095605zbMath1540.60108MaRDI QIDQ6565141

Min Dai, Xiang Jun Wang, Jin-qiao Duan, Jianyu Hu, Jianghui Wen

Publication date: 1 July 2024

Published in: Chaos (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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