2 papers
physics.data-an2026
Weak Form Recovery of Heston Type Stochastic Dynamics
Sai Sathvik Gullipalli, Eshwar R A, Gajanan V. Honnavar
Estimating the coupled drift, diffusion, and leverage structure of a stochastic-volatility model directly from a price path is an unresolved inverse problem: Kramers--Moyal increme…
stat.ME2026
Symbolic Weak-form Recovery of 2-D Stochastic Generators
Sai Sathvik Gullipalli, Eshwar R A
Recovering two-dimensional Ito generators from trajectory data is difficult because drift increments have low signal-to-noise, bivariate weak designs can be ill-conditioned, and un…