Stochastic quantification of missing mechanisms in dynamical systems

MaRDI QIDQ3581691zbMATH OpenFDO

Authors Baohua Chen, Jinqiao Duan

Publication date 2 September 2010

zbMATH Keywords

correlated noisefractional Brownian motionstochastic parametrizationstochastic partial differential equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited in

(4)

• Impact of correlated noises on additive dynamical systems
• Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation
• Kantorovich-Rubinstein distance and approximation for non-local Fokker-Planck equations
• Modeling of missing dynamical systems: deriving parametric models using a nonparametric framework

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