José Bento, Morteza Ibrahimi, Andrea Montanari. Information theoretic limits on learning stochastic differential equations. In Alexander Kuleshov, Vladimir Blinovsky, Anthony Ephremides, editors, 2011 IEEE International Symposium on Information Theory Proceedings, ISIT 2011, St. Petersburg, Russia, July 31 - August 5, 2011. pages 855-859, IEEE, 2011. [doi]
Abstract is missing.