Data-Driven Estimation of Infinitesimal Generators of Stochastic Systems.

Ameneh Nejati Abolfazl Lavaei Sadegh Soudjani Majid Zamani

Published in: ADHS (2021)

Keyphrases

data driven
stochastic systems
stochastic models
conservation laws
sample path
parameter estimation
markov chain
non stationary
confidence intervals
asymptotic analysis