Variational estimation of the drift for stochastic differential equations from the empirical density.
Autor: | Philipp Batz, Andreas Ruttor, Manfred Opper |
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Zdroj: | Journal of Statistical Mechanics: Theory & Experiment; Aug2016, Vol. 2016 Issue 8, p1-1, 1p |
Databáze: | Complementary Index |
Externí odkaz: |