DynGMA: a robust approach for learning stochastic differential equations from data

DOI10.1016/J.JCP.2024.113200MaRDI QIDQ6572210

Aiqing Zhu, Qianxiao Li

Publication date: 15 July 2024

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

zbMATH Keywords

maximum likelihood estimationneural networksstochastic differential equationslearning dynamicsinvariant distribution

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Inference from stochastic processes (62Mxx) Applications of dynamical systems (37Nxx)

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