Xiao-Li Chen

History-Conditioned Inference of Memory and Stochastic Forcing in Generalized Langevin Equations under L\'evy Noise

We consider the identification of memory and stochastic forcing in a one-dimensional generalized Langevin equation with state-dependent Brownian noise and optional additive symmetric $\alpha$-stable jumps. A finite-dimensional Markov embedding provides Kramers--Moyal conditional moment relations that separate memory dr...