Derivative-Informed Dimension Reduction of Stochastic Differential Equations: A Path-Space Sensitivity Approach

arXiv:2610.33210 · math.NA, cs.NA, math.PR, stat.CO · Submitted 2026-10-23 · Read on arXiv

math.NA, cs.NA, math.PR, stat.CO

Submitted: 2026-10-23

Updated: 2026-10-23

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