93 citations · 227 across the 5 of their papers we have counts for
6 papers
Continuous Time Random Walks (CTRWs): Simulation of continuous trajectories
D. Kleinhans, R. Friedrich
Continuous time random walks have been developed as a straightforward generalisation of classical random walk processes. Some 10 years ago, Fogedby introduced a continuous represen…
Markov properties in presence of measurement noise
David Kleinhans, Rudolf Friedrich, Matthias Waechter +1
Recently, several powerful tools for the reconstruction of stochastic differential equations from measured data sets have been proposed [e.g. Siegert et al., Physics Letters A 243,…
Langevin Approach to Fractional Diffusion Equations including Inertial Effects
R. Friedrich, S. Eule, F. Jenko
In recent years, several fractional generalizations of the usual Kramers-Fokker-Planck equation have been presented. Using an idea of Fogedby [H.C. Fogedby, Phys. Rev. E {\bf 50},…
Maximum Likelihood Estimation of Drift and Diffusion Functions
D. Kleinhans, R. Friedrich
The maximum likelihood approach is adapted to the problem of estimation of drift and diffusion functions of stochastic processes from measured time series. We reconcile a previousl…
On the proper reconstruction of complex dynamical systems spoilt by strong measurement noise
Frank Boettcher, Joachim Peinke, David Kleinhans +3
This article reports on a new approach to properly analyze time series of dynamical systems which are spoilt by the simultaneous presence of dynamical noise and measurement noise.…
An Iterative Procedure for the Estimation of Drift and Diffusion Coefficients of Langevin Processes
D. Kleinhans, R. Friedrich, A. Nawroth +1
A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised…