Learning Transition Kernels of Jump-Diffusion Processes with Conditional Diffusion Models
arXiv:2610.09045v1 Announce Type: new Abstract: We study the problem of learning transition kernels for time-homogeneous jump-diffusion processes using conditional diffusion models, with the goal of generating new sample paths from training data consisting of N independent trajectories observed on…
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- 2026-10-08 04:00 · arXiv stat.ML
Learning Transition Kernels of Jump-Diffusion Processes with Conditional Diffusion Models