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On low frequency inference for diffusions without the hot spots conjecture

On low frequency inference for diffusions without the hot spots conjecture

来源:Arxiv_logoArxiv
英文摘要

We remove the dependence on the `hot-spots' conjecture in two of the main theorems of the recent paper of Nickl (2024, Annals of Statistics). Specifically, we characterise the minimax convergence rates for estimation of the transition operator $P_{f}$ arising from the Neumann Laplacian with diffusion coefficient $f$ on arbitrary convex domains with smooth boundary, and further show that a general Lipschitz stability estimate holds for the inverse map $P_f\mapsto f$ from $H^2\to H^2$ to $L^1$.

Giovanni S. Alberti、Douglas Barnes、Aditya Jambhale、Richard Nickl

数学

Giovanni S. Alberti,Douglas Barnes,Aditya Jambhale,Richard Nickl.On low frequency inference for diffusions without the hot spots conjecture[EB/OL].(2025-07-22)[2025-08-17].https://arxiv.org/abs/2410.19393.点此复制

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