A pathwise parameterisation for stochastic transport
Probability
2023-05-10 v1 Statistics Theory
Statistics Theory
Abstract
In this work we set the stage for a new probabilistic pathwise approach to effectively calibrate a general class of stochastic nonlinear fluid dynamics models. We focus on a 2D Euler SALT equation, showing that the driving stochastic parameter can be calibrated in an optimal way to match a set of given data. Moreover, we show that this model is robust with respect to the stochastic parameters.
Cite
@article{arxiv.2202.10852,
title = {A pathwise parameterisation for stochastic transport},
author = {Oana Lang and Wei Pan},
journal= {arXiv preprint arXiv:2202.10852},
year = {2023}
}
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