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math.ST2025
Minimax rates of convergence for the nonparametric estimation of the diffusion coefficient from time-homogeneous SDE paths
Eddy Michel Ella Mintsa
Consider a diffusion process X, solution of a time-homogeneous stochastic differential equation. We assume that the diffusion process X is observed at discrete times, at high frequ…
math.ST2025
Minimax convergence rates of a binary classification procedure for time-homogeneous SDE paths
Eddy Michel Ella Mintsa
In the context of binary classification of trajectories generated by time-homogeneous stochastic differential equations, we consider a mixture of two diffusion processes characteri…