online learning 1ordinary differential equations 1rough signals 1signature kernels 1single trajectory forcing 1
From the 1 of 3 linked papers with an AI index.
3 papers
math.NA2026
Branched Signature Kernel Solvers for ODEs with rough Single-Trajectory signals
Munawar Ali, Qi Feng, Charlie Pyle +1
The paper introduces a branched signature kernel method for solving linear and nonlinear ODEs driven by a single, possibly rough, forcing trajectory, using a count‑sampling scheme…
q-fin.ST2026
Noise estimation of SDE from a single data trajectory
Munawar Ali, Purba Das, Qi Feng +2
In this paper, we propose a data-driven framework for model discovery of stochastic differential equations (SDEs) from a single trajectory, without requiring the ergodicity or stat…
math.NA2025
Branched Signature Model
Munawar Ali, Qi Feng
In this paper, we introduce the branched signature model, motivated by the branched rough path framework of [Gubinelli, Journal of Differential Equations, 248(4), 2010], which gene…