KramersMoyal

MaRDI QIDQ42204swMATHFDO

Official website https://arxiv.org/abs/1912.09737

Source code repository https://github.com/LRydin/KramersMoyal

Cited in

(4)

• Enhancing the accuracy of a data-driven reconstruction of bivariate jump-diffusion models with corrections for higher orders of the sampling interval
• Analysis and Data-Based Reconstruction of Complex Nonlinear Dynamical Systems
• Langevin
• PROJ_Option_Pricing_Matlab

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