Non-parametric estimation of a Langevin model driven by correlated noise

Willers, Clemens; Kamps, Oliver

Research article in digital collection | Preprint | Peer reviewed

Details about the publication

Name of the repositoryarXiv
Article number2103.02990
Versionv1
StatusPublished
Release year2021
DOI10.48550/arXiv.2103.02990
Link to the full texthttps://arxiv.org/pdf/2103.02990.pdf
KeywordsLangevin model, non-Markovian dynamics, non-parametric estimation, correlated noise

Authors from the University of Münster

Kamps, Oliver
Center for Nonlinear Science
Willers, Clemens
Center for Nonlinear Science