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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…