Research PaperResearchia:202601.12e33631[Machine Learning > Machine Learning]
A Complete Decomposition of Stochastic Differential Equations
Samuel Duffield
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.
Submission:1/12/2026
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Subjects:Machine Learning; Machine Learning
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Researchia:202601.12e33631https://www.researchia.net/explorer/f3b92ea7-7fd7-4e00-9513-d99176e873f4
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