Concentration of scalar ergodic diffusions and some statistical
implications

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Concentration of scalar ergodic diffusions and some statistical implications

30 July 2018

Cathrine Aeckerle

Claudia Strauch

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Papers citing "Concentration of scalar ergodic diffusions and some statistical implications"

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Concentration analysis of multivariate elliptic diffusion processes Cathrine Aeckerle-Willems Claudia Strauch Lukas Trottner 96 1 0 07 Jun 2022
Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity Chiara Amorino A. Gloter 80 3 0 02 Mar 2022
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Holder classes Chiara Amorino A. Gloter 63 7 0 06 Oct 2021
Learning to reflect: A unifying approach for data-driven stochastic control strategies Soren Christensen Claudia Strauch Lukas Trottner 68 10 0 23 Apr 2021
Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions Richard Nickl Kolyan Ray 81 52 0 03 Oct 2018