Polynomial rates via deconvolution for nonparametric estimation in McKean–Vlasov SDEs

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Authors: Chiara Amorino, Denis Belomestny, Vytautė Pilipauskaitė, Mark Podolskij, Shi-Yuan Zhou

Journal title: Probability Theory and Related Fields

Journal publisher: Springer Verlag

Published year: 2024

DOI identifier: 10.1007/s00440-024-01346-5

ISSN: 0178-8051