Identifying the Predictable Drift of a Semimartingale from Marginal Laws

arXiv:2609.33372 · math.ST, cs.LG, stat.TH · Submitted 2026-09-27 · Read on arXiv

math.ST, cs.LG, stat.TH

Submitted: 2026-09-27

Updated: 2026-09-27

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Consistency — 7× in this paper · explained in 3 episodes
• Accuracy — 6× in this paper · explained in 1 episode
• Core — 5× in this paper · explained in 2 episodes
• Aggregation — 4× in this paper · explained in 1 episode
• Model Drift — 4× in this paper · explained in 4 episodes
• Latent Dynamics — 3× in this paper · explained in 2 episodes
• Optimal Transport — 3× in this paper · explained in 5 episodes
• System Identification — 3× in this paper · explained in 3 episodes
• Benchmark — 2× in this paper · explained in 2 episodes
• Fidelity — 2× in this paper · explained in 2 episodes
• Redundancy — 2× in this paper · explained in 2 episodes
• Degeneracy — 1× in this paper · explained in 3 episodes
• Diffusion Processes — 1× in this paper · explained in 2 episodes
• Minimax optimality — 1× in this paper · explained in 2 episodes
• Parsimony — 1× in this paper · explained in 2 episodes
• Point Clouds — 1× in this paper · explained in 2 episodes

Sources

• Gradient Descent Learns Linear Dynamical Systems

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