Learning the dynamics of two-dimensional stochastic Markov processes

DOI10.1007/BF02228842zbMATH Open0899.60071OpenAlexW2076388319MaRDI QIDQ4390984FDOQ4390984

Authors: Lisa Borland, H. Haken 

Publication date: 12 November 1998

Published in: Open Systems & Information Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02228842

Recommendations

• An iterative procedure for the estimation of drift and diffusion coefficients of langevin processes
• A direct method for the Langevin-analysis of multidimensional stochastic processes with strong correlated measurement noise
• RECONSTRUCTION OF THE DETERMINISTIC DYNAMICS OF STOCHASTIC SYSTEMS
• Analysis of data sets of stochastic systems
• On the constraints necessary for macroscopic prediction of time-dependent stochastic processes

zbMATH Keywords

Markov processdynamical learning methodshort-time correlation function measurementssimulated Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Other physical applications of random processes (60K40)

Cites Work

• Information Theory and Statistical Mechanics
• Information and self organization. A macroscopic approach to complex systems

Cited In (5)

• An iterative procedure for the estimation of drift and diffusion coefficients of langevin processes
• Visions of Synergetics
• Simultaneous modeling of nonlinear deterministic and stochastic dynamics
• On the constraints necessary for macroscopic prediction of time-dependent stochastic processes
• Visions of synergetics

This page was built for publication: Learning the dynamics of two-dimensional stochastic Markov processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4390984)