activity
20242026
most citedIdentifying Drift, Diffusion, and Causal Structure from Temporal Snapshots

3 citations · 3 across the 3 of their papers we have counts for

collaborators
Showing math.STShow all

1 paper · 1 filter

math.ST2025

Path-Dependent SDEs: Solutions and Parameter Estimation

Pardis Semnani, Vincent Guan, Elina Robeva +1

We develop a consistent method for estimating the parameters of a rich class of path-dependent SDEs, called signature SDEs, which can model general path-dependent phenomena. Path s…