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Diffusion maps tailored to arbitrary non-degenerate Itô processes

Title data

Banisch, Ralf ; Trstanova, Zofia ; Bittracher, Andreas ; Klus, Stefan ; Koltai, Peter:
Diffusion maps tailored to arbitrary non-degenerate Itô processes.
In: Applied and Computational Harmonic Analysis. Vol. 48 (2020) Issue 1 . - pp. 242-265.
ISSN 1096-603X
DOI: https://doi.org/10.1016/j.acha.2018.05.001

Official URL: Volltext

Further data

Item Type: Article in a journal
Refereed: Yes
Keywords: Diffusion maps; Dimensionality reduction; Local kernel; Itô process
Institutions of the University: Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Dynamical Systems and Data > Chair Dynamical Systems and Data - Univ.-Prof. Dr. Peter Koltai
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Dynamical Systems and Data
Result of work at the UBT: No
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 22 Dec 2022 11:05
Last Modified: 13 Mar 2023 09:13
URI: https://eref.uni-bayreuth.de/id/eprint/73122