2 papers
math.DS2026
Nonlocal Kramers-Moyal formulas and data-driven discovery of stochastic dynamical systems with multiplicative Lévy noise
Yang Li, Jinqiao Duan
Traditional data-driven methods, effective for deterministic systems or stochastic differential equations (SDEs) with Gaussian noise, fail to handle the discontinuous sample paths…
stat.ML2024
An evolutionary approach for discovering non-Gaussian stochastic dynamical systems based on nonlocal Kramers-Moyal formulas
Yang Li, Shengyuan Xu, Jinqiao Duan
Discovering explicit governing equations of stochastic dynamical systems with both (Gaussian) Brownian noise and (non-Gaussian) Lévy noise from data is chanllenging due to possibl…