Arbitrary-Order Finite-Time Corrections for the Kramers–Moyal Operator
With the aim of improving the reconstruction of stochastic evolution equations from empirical time-series data, we derive a full representation of the generator of the Kramers–Moyal operator via a power-series expansion of the exponential operator. This expansion is necessary for deriving the differ...
Main Authors: | Leonardo Rydin Gorjão, Dirk Witthaut, Klaus Lehnertz, Pedro G. Lind |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-04-01
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Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/23/5/517 |
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