Long-time dynamics of stochastic differential equations

Nils Berglund

Long-time dynamics of stochastic differential equations

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arxiv 2106.12998 v2 pith:ZTGKRBD2 submitted 2021-06-24 math.PR math.APmath.HO

Nils Berglund This is my paper

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These lecture notes have been prepared for a series of lectures given at the Summer School "From kinetic equations to statistical mechanics", (see https://www.lebesgue.fr/content/sem2021-equat_cynet ) organised by the Henri Lebesgue Center in Saint Jean de Monts, from June 28th to July 2nd 2021.

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Towards Identifiability of Interventional Stochastic Differential Equations
cs.LG 2025-05 conditional novelty 7.0 of 10

For linear interventional SDEs, r interventions identify the drift almost surely while r-2 cannot; in the small-noise nonlinear case, r+1 interventions identify the low-rank factors up to permutation and scaling.

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