RECONSTRUCTION OF THE DETERMINISTIC DYNAMICS OF STOCHASTIC SYSTEMS
DOI10.1142/S0218127404010436zbMATH Open1084.37524OpenAlexW1980607697MaRDI QIDQ4669145FDOQ4669145
Authors: Malte Siefert, J. Peinke 
Publication date: 15 April 2005
Published in: International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0218127404010436
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Cites Work
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- Parameter estimation in nonlinear stochastic differential equations
- Experimental indications for Markov properties of small-scale turbulence
- Evidence of Markov properties of high frequency exchange rate data
- Takens embedding theorems for forced and stochastic systems
- THE RECONSTRUCTION OF THE FOKKER-PLANCK AND MASTER EQUATIONS ON THE BASIS OF EXPERIMENTAL DATA: H-THEOREM AND S-THEOREM
- Delay embedding in the presence of dynamical noise
Cited In (12)
- Title not available (Why is that?)
- Bivariate time-periodic Fokker-Planck model for freeway traffic
- A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems
- PARSIMONIOUS DYNAMICAL RECONSTRUCTION
- On universal features of the turbulent cascade in terms of non-equilibrium thermodynamics
- Analysis and Data-Based Reconstruction of Complex Nonlinear Dynamical Systems
- From probabilistic descriptions to deterministic dynamics
- Title not available (Why is that?)
- Joint reconstruction and prediction of random dynamical systems under borrowing of strength
- Reconstructing latent dynamical noise for better forecasting observables
- Stochastic time series with strong, correlated measurement noise: Markov analysis in \(N\) dimensions
- Estimating Kramers-Moyal coefficients in short and non-stationary data sets
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