# Extracting Non-Gaussian Governing Laws from Data on Mean Exit Time

@article{Zhang2020ExtractingNG, title={Extracting Non-Gaussian Governing Laws from Data on Mean Exit Time}, author={Yanxia Zhang and Jinqiao Duan and Yanfei Jin and Yunye Li}, journal={ArXiv}, year={2020}, volume={abs/2006.14974} }

Motivated by the existing difficulties in establishing mathematical models and in observing the system state time series for some complex systems, especially for those driven by non-Gaussian Lévy motion, we devise a method for extracting non-Gaussian governing laws with observations only on mean exit time. It is feasible to observe mean exit time for certain complex systems. With the observations, a sparse regression technique in the least squares sense is utilized to obtain the approximated… CONTINUE READING

#### References

##### Publications referenced by this paper.

SHOWING 1-10 OF 30 REFERENCES