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Diffusion maps tailored to arbitrary non-degenerate Itô processes (2020)

First Author: Banisch R

Attributed to: Data-Driven Coarse-Graining using Space-Time Diffusion Maps funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.acha.2018.05.001

Publication URI: http://dx.doi.org/10.1016/j.acha.2018.05.001

Type: Journal Article/Review

Parent Publication: Applied and Computational Harmonic Analysis

Issue: 1