Kernel Methods for Stochastic Dynamical Systems with Application to Koopman Eigenfunctions: Feynman-Kac Representations and RKHS Approximation
arXiv:2603.01077v1 Announce Type: cross Abstract: We extend the unified kernel framework for transport equations and Koopman eigenfunctions, developed in previous work by the authors for deterministic systems, to stochastic differential equations (SDEs). In the deterministic setting, three analytically grounded constructions-Lions-type variational principles, Green’s function convolution, and resolvent operators along characteristic flows–were shown to yield identical reproducing kernels. For stochastic systems, the Koopman generator includes a second-order diffusion term, transforming the first-order hyperbolic transport equation into a second-order elliptic-parabolic […]