Quantifying Model Uncertainties in Complex Systems (Q2909986)

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Quantifying Model Uncertainties in Complex Systems
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    Quantifying Model Uncertainties in Complex Systems (English)
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    7 September 2012
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    model uncertainty
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    parameter estimation
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    Brownian motion (BM)
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    fractional Brownian motion (fBM)
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    Lévy motion (LM)
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    Hurst parameter
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    characteristic exponent
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    stochastic differential equations (SDEs)
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