On low frequency inference for diffusions without the hot spots conjecture
Giovanni S. Alberti
University of Genoa, ItalyDouglas Barnes
University of Cambridge, UKAditya Jambhale
University of Cambridge, UKRichard Nickl
University of Cambridge, UK

Abstract
We remove the dependence on the ‘hot-spots’ conjecture in two of the main theorems of the recent paper of Nickl (2024). Specifically, we characterise the minimax convergence rates for estimation of the transition operator arising from the Neumann Laplacian with diffusion coefficient on arbitrary convex domains with smooth boundary, and further show that a general Lipschitz stability estimate holds for the inverse map from to .
Cite this article
Giovanni S. Alberti, Douglas Barnes, Aditya Jambhale, Richard Nickl, On low frequency inference for diffusions without the hot spots conjecture. Math. Stat. Learn. (2025), published online first
DOI 10.4171/MSL/53