Data-driven Solution of Stochastic Differential Equations Using Maximum Entropy Basis Functions
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Deshpande, V. M., & Bhattacharya, R.
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Deshpande, Vedang M||Bhattacharya, Raktim
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Chaos Expansion
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Data-driven Models
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Maximum Entropy
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Stochastic Differential Equations
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Uncertainty Propagation
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http://dx.doi.org/10.1016/j.ifacol.2020.12.556