{"paper":{"title":"Weak Form Recovery of Heston Type Stochastic Dynamics","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":[],"primary_cat":"physics.data-an","authors_text":"Eshwar R A, Gajanan V. Honnavar, Sai Sathvik Gullipalli","submitted_at":"2026-08-05T16:14:03Z","abstract_excerpt":"We study whether a spatial weak-form LASSO pipeline can recover the Heston stochastic-volatility model. Gaussian test functions convert local increment moments into weak targets for drift, diffusion, and return--variance covariance. Using 50 Gaussian kernels, the linear library ${1,v}$, column normalization, five-fold cross-validated LASSO, and contemporaneous indexing, 30 independent 100-year simulations recover $\\xi$, $\\rho$, and $\\rho\\xi$ with median relative errors of 0.90%, 0.53%, and 1.80%, while drift recovery is less accurate (12.29% for $\\kappa$, 6.61% for $\\theta$). Under noisy varia"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2608.05009","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2608.05009/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}