Drift reconstruction from first passage time data using the Levenberg–Marquardt method (Q2929921)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drift reconstruction from first passage time data using the Levenberg–Marquardt method |
scientific article |
Statements
Drift reconstruction from first passage time data using the Levenberg–Marquardt method (English)
0 references
17 November 2014
0 references
random walk
0 references
first passage times
0 references
drift reconstruction
0 references
Green's function
0 references
Tikhonov regularization
0 references
Levenberg-Marquardt method
0 references
