Drift Estimation for Diffusion Processes Using Neural Networks Based on Discretely Observed Independent Paths

ArXi:2511.11161v2 Announce Type: replace-cross This paper addresses the nonparametric estimation of the drift function over a compact domain for a time-homogeneous diffusion process, based on high-frequency discrete observations from $N$ independent trajectories. We propose a neural network-based estimator and derive a non-asymptotic convergence rate, decomposed into a