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A. C. S. Jørgensen

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Preprint Aug 2026

Ordered Diffusion Kernels

We introduce Ordered Diffusion Kernels (ODKs), a novel class of local kernels that can approximate the infinitesimal generator of an arbitrary It\^o Stochastic Differential Equation (SDE). ODKs are designed to be applied to data sampled from dynamical systems where little dynamical information is available a priori. Th...

Jack H. Soulsby, A. C. S. Jørgensen, Atiyo Ghosh et al. · 0 citations

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