2 papers
physics.data-an2021
Non-parametric estimation of a Langevin model driven by correlated noise
Clemens Willers, Oliver Kamps
Langevin models are frequently used to model various stochastic processes in different fields of natural and social sciences. They are adapted to measured data by estimation techni…
nlin.AO2020
Adaptive stochastic continuation with a modified lifting procedure applied to complex systems
Clemens Willers, Uwe Thiele, Andrew J. Archer +2
Many complex systems occurring in the natural or social sciences or economics are frequently described on a microscopic level, e.g., by lattice- or agent-based models. To analyze t…