Nonparametric learning of stochastic differential equations from sparse and noisy data

MaRDI QIDQ7189231arXivFDO

Authors Arnab Ganguly, Riten Mitra, Jinpu Zhou

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Stochastic particle methods (65C35)

arXiv classification

stat.ML

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