Sparse identification of nonlinear dynamics for stochastic delay differential equations

DOI10.1016/J.CAM.2025.117247MaRDI QIDQ6869537zbMATH OpenFDO

Authors D. Breda, Dajana Conte, Raffaele D'Ambrosio, Ida Santaniello, M. Tanveer

Publication date 22 January 2026

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic delay differential equationssparse identificationdrift/diffusion estimation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Identification in stochastic control theory (93E12)

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