A0808
Title: Nonparametric estimation for IID paths of SDE perturbed by Levy noise
Authors: Debopriya Mukherjee - IIT Indore (India)
Subhra Sankar Dhar - IIT Kanpur (India) [presenting]
Abstract: The focus is on the problem of nonparametric estimators of the drift and diffusion coefficients of the trend for stochastic differential equations driven by Levy noise. The methodology adopted is fully nonparametric, and the coefficients are computed from independent continuous observations on a compact time interval. Almost sure uniform asymptotic convergence rates of the proposed estimators are achieved as the number of observed curves moves to infinity.
