dorsal/arxiv
View SchemaA Complete Decomposition of Stochastic Differential Equations
| Authors | Samuel Duffield |
|---|---|
| Categories | |
| ArXiv ID | 2601.07834vv1 |
| URL | https://arxiv.org/abs/2601.07834 |
| License | http://creativecommons.org/licenses/by/4.0/ |
Abstract
We show that any stochastic differential equation with prescribed time-dependent marginal distributions admits a decomposition into three components: a unique scalar field governing marginal evolution, a symmetric positive-semidefinite diffusion matrix field and a skew-symmetric matrix field.
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"abstract": "We show that any stochastic differential equation with prescribed time-dependent marginal distributions admits a decomposition into three components: a unique scalar field governing marginal evolution, a symmetric positive-semidefinite diffusion matrix field and a skew-symmetric matrix field.",
"arxiv_id": "2601.07834",
"authors": [
"Samuel Duffield"
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"license": "http://creativecommons.org/licenses/by/4.0/",
"title": "A Complete Decomposition of Stochastic Differential Equations",
"url": "https://arxiv.org/abs/2601.07834",
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