Neural drift estimation for ergodic diffusions: nonparametric analysis and numerical exploration

DOI10.1007/978-3-031-92383-8_20MaRDI QIDQ6885696zbMATH OpenFDO

Authors Simone Di Gregorio, F. Iafrate

Publication date 11 December 2025

Full work available at URL https://doi.org/10.1007/978-3-031-92383-8_20

Mathematics Subject Classification ID

Functional data analysis (62R10)

Cites work

• Adaptive estimation of an ergodic diffusion process based on sampled data
• Bounds for the Mixing Rate in the Theory of Stochastic Equations
• Deep Neural Network Approximation Theory
• Drift estimation for a multi-dimensional diffusion process using deep neural networks
• Estimation of an Ergodic Diffusion from Discrete Observations
• scientific article; zbMATH DE number 6378127 (Why is no real title available?)
• Regularized bridge-type estimation with multiple penalties
• Statistical guarantees for regularized neural networks
• Stochastic functional data analysis: a diffusion model-based approach
• Stratonovich and Ito Stochastic Taylor Expansions

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