DynGMA: a robust approach for learning stochastic differential equations from data

DOI10.1016/J.JCP.2024.113200MaRDI QIDQ6572210zbMATH OpenFDO

Authors Aiqing Zhu, Qianxiao Li

Publication date 15 July 2024

Published in Journal of Computational Physics (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationneural networksstochastic differential equationslearning dynamicsinvariant distribution

Mathematics Subject Classification ID

Applications of dynamical systems (37Nxx) Stochastic analysis (60Hxx) Inference from stochastic processes (62Mxx)

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Cites work

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• Stationary Density Estimation of Itô Diffusions Using Deep Learning
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Cited in

(2)

• Learning Stochastic Dynamical System via Flow Map Operator
• SDYN-GANs: adversarial learning methods for multistep generative models for general order stochastic dynamics

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