32 citations · 34 across the 6 of their papers we have counts for
Showing 2021Show all
2 papers · 1 filter
math.DS2021
Nonparametric inference of stochastic differential equations based on the relative entropy rate
Min Dai, Jinqiao Duan, Jianyu Hu +1
The information detection of complex systems from data is currently undergoing a revolution, driven by the emergence of big data and machine learning methodology. Discovering gover…
math.ST2021
Variational inference of the drift function for stochastic differential equations driven by Lévy processes
Min Dai, Jinqiao Duan, Jianyu Hu +1
In this paper, we consider the nonparametric estimation problem of the drift function of stochastic differential equations driven by -stable Lévy motion. First, the Kullback-Lei…