2 problems

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Generalization of single-trajectory parameter-identification results to nonlinear systems
Generalization conjecture. The results for linear and affine systems, or at least some of their features, can be generalized to settings allowing specific forms of nonlinearity in…
Conjectureopendynamical-systems inverse-problems parameter-identificationarXiv posted 2 days ago
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The conjecture that higher moments uniquely identify the roughness parameters
In the fractional stochastic volatility model, let the parameter vector be $\theta=(\xi,\lambda,\nu,H)$ , and let $g^{(2)}_{0}(\theta)$ and $g_{\ell}(\theta)$ , for…
Conjectureopengeneralized-method-of-moments parameter-identification stochastic-volatilityarXiv posted 2 days ago

Generalization of single-trajectory parameter-identification results to nonlinear systems