{
  "annotation_id": "ec3ae884-d00e-470c-9638-5ab1579fbf3e",
  "date_created": "2026-03-02T18:00:56.688000Z",
  "date_modified": "2026-03-02T18:00:56.688000Z",
  "file_hash": "71b5fba5e63420d93a07f9d777bc2cd5734b0fcee1ba23ead7ed849694343471",
  "private": false,
  "record": {
    "abstract": "A general method is proposed which allows one to estimate drift and diffusion\ncoefficients of a stochastic process governed by a Langevin equation. It\nextends a previously devised approach [R. Friedrich et al., Physics Letters A\n271, 217 (2000)], which requires sufficiently high sampling rates. The analysis\nis based on an iterative procedure minimizing the Kullback-Leibler distance\nbetween measured and estimated two time joint probability distributions of the\nprocess.",
    "arxiv_id": "physics/0502152",
    "authors": [
      "D. Kleinhans",
      "R. Friedrich",
      "A. Nawroth",
      "J. Peinke"
    ],
    "categories": [
      "physics.data-an"
    ],
    "doi": "10.1016/j.physleta.2005.07.077",
    "title": "An Iterative Procedure for the Estimation of Drift and Diffusion   Coefficients of Langevin Processes",
    "url": "https://arxiv.org/abs/physics/0502152"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "33647918-2a1b-4853-98e8-49049326dee7",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}