Project Grant 2246815

This Project Grant award from the National Science Foundation's Division of Mathematical Sciences, under the Mathematical and Physical Sciences program (CFDA 47.049), provides $200,000.00 to Louisiana State University (LSU) to conduct research on learning methods for complex stochastic systems modeled by stochastic differential equations. The 3-year project aims to develop rigorous mathematical results to assess the accuracy of learning algorithms for these types of intricate systems, which have applications across diverse domains like biology, engineering, and finance. Key deliverables include deriving asymptotic properties of parameter estimators, designing hypothesis testing procedures, and creating a computational framework for nonparametric learning of stochastic differential equations. The project will also provide valuable training opportunities for undergraduate and graduate students in these important areas at the intersection of stochastic analysis and statistical learning theory.