6 citations · 6 across the 2 of their papers we have counts for
2 papers
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 pathwise data-driven framework for model discovery of stochastic differential equations (SDEs) from a single trajectory, without requiring the ergodicit…
stat.ML2021★ 6 cited
Bayesian data-driven discovery of partial differential equations with variable coefficients
Aoxue Chen, Yifan Du, Liyao Mars Gao +1
The discovery of Partial Differential Equations (PDEs) is an essential task for applied science and engineering. However, data-driven discovery of PDEs is generally challenging, pr…