Lagrangian Descriptors for Stochastic Differential Equations: A Tool for Revealing the Phase Portrait of Stochastic Dynamical Systems.
Francisco Balibrea-IniestaCarlos LopesinoStephen WigginsAna M. ManchoPublished in: Int. J. Bifurc. Chaos (2016)
Keyphrases
- dynamical systems
- stochastic differential equations
- brownian motion
- differential equations
- nonlinear dynamical systems
- state space
- maximum a posteriori estimation
- stochastic process
- additive gaussian noise
- fractional brownian motion
- predictive state representations
- optimal solution
- dynamic programming
- markov random field
- stochastic model
- heavy traffic