Neural network-based parameter estimation of stochastic differential equations driven by Lévy noise
type: Item
instance of: scholarly article
title: Neural network-based parameter estimation of stochastic differential equations driven by Lévy noise
author: Yanyan Li
published in: Physica A
publication date: 2022-10-21T00:00:00Z
Mathematics Subject Classification ID: 82-XX
zbMATH DE Number: 7605521
zbMATH Keywords: parameter estimation
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: Lévy noise
zbMATH Keywords: neural network
zbMATH Keywords: Ornstein-Uhlenbeck process
zbMATH Keywords: Duffing system
Wikidata QID: Q115341715
describes a project that uses: SciPy
describes a project that uses: PyTorch
describes a project that uses: Adam
describes a project that uses: Python
MaRDI profile type: Publication
full work available at URL: j.physa.2022.128146
OpenAlex ID: W4294579762
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DOI: 10.1016/J.PHYSA.2022.128146
description: scientific article; zbMATH DE number 7605521