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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…