3 papers
math.NA2026
Branched Signature Kernel Solvers for ODEs with rough Single-Trajectory signals
Munawar Ali, Qi Feng, Charlie Pyle +1
We develop a branched signature kernel solver for linear and nonlinear ordinary differential equations driven by a \emph{single observed trajectory} of a possibly rough forcing sig…
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…
q-fin.ST2025
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…