Non-Gaussian test models for prediction and state estimation with model errors
DOI10.1007/s11401-012-0759-3zbMath1316.60055OpenAlexW2109982797MaRDI QIDQ1943074
Michal Branicki, Andrew J. Majda, Nan Chen
Publication date: 15 March 2013
Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11401-012-0759-3
predictionFokker-Planck equationsinformation theorymodel errorturbulent dynamical systemsFeynman-Kac framework
Inference from stochastic processes and prediction (62M20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Information theory (general) (94A15) Prediction theory (aspects of stochastic processes) (60G25)
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