Quantifying Model Uncertainties in Complex Systems (Q2909986)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Quantifying Model Uncertainties in Complex Systems |
scientific article |
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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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0.9500674
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0.91679966
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0.91282344
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0.90220624
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0.8996806
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0.8971013
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0.8959671
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