Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data

Kweku Abraham

We consider inference in the scalar diffusion model $d{X}_t=b(X_t)dt+\sigma (X_t)d{W}_t$ with discrete data $(X_{j{\Delta }_n}{)}_{0\le j\le n}$, $n\to \infty ,{\Delta }_n\to 0$ and periodic coefficients.…