2 papers
math.ST2025
Neural Drift Estimation for Ergodic Diffusions: Non-parametric Analysis and Numerical Exploration
Simone Di Gregorio, Francesco Iafrate
We take into consideration generalization bounds for the problem of the estimation of the drift component for ergodic stochastic differential equations, when the estimator is a ReL…
stat.ME2024
Ergodic Network Stochastic Differential Equations
Francesco Iafrate, Stefano Iacus
We propose a novel framework for Network Stochastic Differential Equations (N-SDE), where each node in a network is governed by an SDE influenced by interactions with its neighbors…