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math.PR2026
Lower path regularity in all dimensions
Michael Hinz, Jonas M. Tölle, Lauri Viitasaari
We prove precise almost sure lower path regularity results for a wide class of stochastic processes in all space dimensions . Examples include Gaussian processes, in parti…
math.PR2026
Error analysis for learning fractional stochastic differential equations with applications in neural approximations
Mahdi Dehshiri, Kerlyns Martinez, Lauri Viitasaari
This paper develops a framework for the error analysis in nonparametric model fitting of fractional stochastic differential equations based on discrete observations. We identify an…
math.PR2026
Smoothness of martingale observables and generalized Feynman-Kac formulas
Alex Karrila, Lauri Viitasaari
We prove that, under the Hörmander criterion on an Itô process, all its martingale observables are smooth. As a consequence, we also obtain a generalized Feynman-Kac formula provid…