A quasi-likelihood and adaptive Lasso framework is proposed for estimating ergodic network SDE models with nonlinear drift, stochastic volatility, and directed graphs.
Graph Neural Stochastic Differential Equations
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Ergodic Network Stochastic Differential Equations
A quasi-likelihood and adaptive Lasso framework is proposed for estimating ergodic network SDE models with nonlinear drift, stochastic volatility, and directed graphs.