Nonparametric drift estimation for i.i.d. paths of stochastic differential equations (Q1996772)

\(N\) independent stochastic processes (\(X_i(t)\), \(t\in [0,T ]\)), \(i = 1,\dots,N\), defined by a one-dimensional stochastic differential equation, which are continuously observed throughout a time interval \([0,T]\) where \(T\) is fixed, are considered. Nonparametric estimation of the drift function is examined. Upper bounds of risks are defined, the assumptions are discussed and simulation experiments are observed.