We analyze the impact of the sampling interval on the estimation of Kramers-Moyal coefficients. We obtain the finite-time expressions of these coefficients for several standard processes. We also analyze extreme situations such as the independence and no-fluctuation limits that constitute useful references. Our results aim at aiding the proper extraction of information in data-driven analysis.
No takes yet. Share an insight, caveat, or question.
Anteneodo et al. (2010) studied this question.
Synapse has enriched 3 closely related papers on similar clinical questions. Consider them for comparative context: