Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Holder classes

Reference : Minimax rate of estimation for invariant densities associated to continuous stochasti...


	Document type :	E-prints/Working papers : Already available on another site
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/50597

Title :	Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Holder classes
Language :	English
Author, co-author :	Amorino, Chiara [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
	Gloter, Arnaud []
Publication date :	Oct-2021
Peer reviewed :	Yes
Permalink :	http://hdl.handle.net/10993/50597
source URL :	https://arxiv.org/pdf/2110.02774.pdf

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