Noise estimation of SDE from a single data trajectory

MaRDI QIDQ7195823arXivFDO

Authors Munawar Ali, Purba Das, Qi Feng, Liyao Gao, Guang Lin

Publication date 2026

Published in arXiv

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Sample path properties (60G17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical solutions to stochastic differential and integral equations (65C30)

arXiv classification

q-fin.ST

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