Statistical learning of nonlinear stochastic differential equations from nonstationary time series using variational clustering

Boyko, Vyacheslav (Corresponding author); Krumscheid, Sebastian; Vercauteren, Nikki

Philadelphia, Pa : SIAM (2022)
Journal Article

In: Multiscale modeling & simulation
Volume: 20
Issue: 4
Page(s)/Article-Nr.: 1251-1283

Institutions

• Department of Mathematics [110000]
• [119630]