Analysis and data-based reconstruction of complex nonlinear dynamical systems : using the methods of stochastic processes /: using the methods of stochastic processes. ([2019])
- Record Type:
- Book
- Title:
- Analysis and data-based reconstruction of complex nonlinear dynamical systems : using the methods of stochastic processes /: using the methods of stochastic processes. ([2019])
- Main Title:
- Analysis and data-based reconstruction of complex nonlinear dynamical systems : using the methods of stochastic processes
- Further Information:
- Note: M. Reza Rahimi Tabar.
- Authors:
- Tabar, M. Reza Rahimi
- Contents:
- 1 Introduction -- 2 Introduction to Stochastic Processes -- 3 Kramers-Moyal Expansion and Fokker-Planck Equation -- 4 Continuous Stochastic Process -- 5 The Langevin Equation and Wiener Process -- 6 Stochastic Integration, It o and Stratonovich Calculi -- 7 Equivalence of Langevin and Fokker-Planck Equations -- 8 Examples of Stochastic Calculus -- 9 Langevin Dynamics in Higher Dimensions -- 10 Levy Noise Driven Langevin Equation and its Time Series-Based Reconstruction -- 11 Stochastic Processes with Jumps and Non-Vanishing Higher-Order Kramers-Moyal Coefficients -- 12 Jump-Diffusion Processes -- 13 Two-Dimensional (Bivariate) Jump-Diffusion Processes -- 14 Numerical Solution of Stochastic Differential Equations: Diffusion and Jump-Diffusion Processes -- 15 The Friedrich-Peinke Approach to Reconstruction of Dynamical Equation for Time Series: Complexity in View of Stochastic Processes -- 16 How To Set Up Stochastic Equations For Real-World Processes: Markov-Einstein Time Scale -- 17 Reconstruction of Stochastic Dynamical Equations: Exemplary Stationary Diffusion and Jump-Diffusion Processes -- 18 The Kramers-Moyal Coefficients of Non-Stationary Time series in The Presence of Microstructure (Measurement) Noise -- 19 Influence of Finite Time Step in Estimating of the Kramers-Moyal Coefficients -- 20 Distinguishing Diffusive and Jumpy Behaviors in Real-World Time Series -- 21 Reconstruction of Langevin and Jump-Diffusion Dynamics From Empirical Uni- and Bivariate Time Series --1 Introduction -- 2 Introduction to Stochastic Processes -- 3 Kramers-Moyal Expansion and Fokker-Planck Equation -- 4 Continuous Stochastic Process -- 5 The Langevin Equation and Wiener Process -- 6 Stochastic Integration, It o and Stratonovich Calculi -- 7 Equivalence of Langevin and Fokker-Planck Equations -- 8 Examples of Stochastic Calculus -- 9 Langevin Dynamics in Higher Dimensions -- 10 Levy Noise Driven Langevin Equation and its Time Series-Based Reconstruction -- 11 Stochastic Processes with Jumps and Non-Vanishing Higher-Order Kramers-Moyal Coefficients -- 12 Jump-Diffusion Processes -- 13 Two-Dimensional (Bivariate) Jump-Diffusion Processes -- 14 Numerical Solution of Stochastic Differential Equations: Diffusion and Jump-Diffusion Processes -- 15 The Friedrich-Peinke Approach to Reconstruction of Dynamical Equation for Time Series: Complexity in View of Stochastic Processes -- 16 How To Set Up Stochastic Equations For Real-World Processes: Markov-Einstein Time Scale -- 17 Reconstruction of Stochastic Dynamical Equations: Exemplary Stationary Diffusion and Jump-Diffusion Processes -- 18 The Kramers-Moyal Coefficients of Non-Stationary Time series in The Presence of Microstructure (Measurement) Noise -- 19 Influence of Finite Time Step in Estimating of the Kramers-Moyal Coefficients -- 20 Distinguishing Diffusive and Jumpy Behaviors in Real-World Time Series -- 21 Reconstruction of Langevin and Jump-Diffusion Dynamics From Empirical Uni- and Bivariate Time Series -- 22 Applications and Outlook -- 23 Epileptic Brain Dynamics. … (more)
- Publisher Details:
- Cham, Switzerland : Springer
- Publication Date:
- 2019
- Extent:
- 1 online resource
- Subjects:
- 519.2/3
Stochastic processes
Time-series analysis
Electronic books - Languages:
- English
- ISBNs:
- 9783030184728
3030184722 - Notes:
- Note: Description based on online resource; title from digital title page (viewed on August 09, 2019).
- Access Rights:
- Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
- Access Usage:
- Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.
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- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD.DS.437505
- Ingest File:
- 02_559.xml