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Statistical deconvolution of the free Fokker-Planck equation at fixed time
Author(s) -
Mylène Maïda,
Tien Dat Nguyen,
Thanh Mai Pham Ngoc,
Vincent Rivoirard,
Viet Chi Tran
Publication year - 2022
Publication title -
bernoulli
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.814
H-Index - 72
eISSN - 1573-9759
pISSN - 1350-7265
DOI - 10.3150/21-bej1366
Subject(s) - fokker–planck equation , mathematics , estimator , deconvolution , mathematical analysis , cauchy distribution , partial differential equation , convolution (computer science) , fourier transform , brownian motion , initial value problem , statistics , machine learning , artificial neural network , computer science

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