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20232026
most citedOn the Recoverability of Causal Relations from Temporally Aggregated I.I.D. Data

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math.ST2023

Generator Identification for Linear SDEs with Additive and Multiplicative Noise

Yuanyuan Wang, Xi Geng, Wei Huang +2

In this paper, we present conditions for identifying the generator of a linear stochastic differential equation (SDE) from the distribution of its solution process with a given fix…