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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 repository:
arXiv
Article number:
2103.02990
Version:
v1
Status:
Published
Release year:
2021
DOI:
10.48550/arXiv.2103.02990
Link to the full text:
https://arxiv.org/pdf/2103.02990.pdf
Keywords:
Langevin 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