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Reconstruction procedure for writing down the langevin and jump-diffusion dynamics from empirical uni- and bivariate time series

Rahimi Tabar, M. R ; Sharif University of Technology | 2019

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  1. Type of Document: Article
  2. DOI: 10.1007/978-3-030-18472-8_20
  3. Publisher: Springer Verlag , 2019
  4. Abstract:
  5. In this chapter we present the steps of reconstruction procedure for writing down the Langevin and jump diffusion stochastic dynamical equations for uni- and bivariate time series, sampled with time intervals τ. © 2019, Springer Nature Switzerland AG
  6. Keywords:
  7. Dynamical equation ; Reconstruction ; Uni- and bivariate time series
  8. Source: Understanding Complex Systems ; 2019 , Pages 215-226 ; 18600832 (ISSN)
  9. URL: https://link.springer.com/chapter/10.1007/978-3-030-18472-8_20