Almost periodic and periodic solutions of differential equations driven by the fractional Brownian motion with statistical application (Q5086710): Difference between revisions

Latest revision as of 13:20, 29 July 2024

scientific article; zbMATH DE number 7554005

Language	Label	Description	Also known as
English	Almost periodic and periodic solutions of differential equations driven by the fractional Brownian motion with statistical application	scientific article; zbMATH DE number 7554005

Statements

instance of

scholarly article

0 references

title

Almost periodic and periodic solutions of differential equations driven by the fractional Brownian motion with statistical application (English)

0 references

author

Nicolas Marie

0 references

Paul Raynaud de Fitte

0 references

published in

Stochastics

0 references

publication date

7 July 2022

0 references

full work available at URL

https://arxiv.org/abs/2003.05800

0 references

zbMATH Keywords

semilinear stochastic differential equation

0 references

fractional Brownian motion

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Q3595127

0 references

Q4210478

0 references

Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean

0 references

Bochner-Almost Periodicity for Stochastic Processes

0 references

Nonparametric estimation in fractional SDE

0 references

Nonparametric estimation for i.i.d. paths of fractional SDE

0 references

Q3993231

0 references

Periodic and almost periodic solutions for semilinear stochastic equations

0 references

Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean

0 references

Q3762899

0 references

Parameter estimation for fractional Ornstein-Uhlenbeck processes

0 references

Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion

0 references

Stochastic and multiple Wiener integrals for Gaussian processes

0 references

Some explicit statistical results about elementary fractional type models.

0 references

Q3965074

0 references

Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion

0 references

Random Dynamical Systems and Stationary Solutions of Differential Equations Driven by the Fractional Brownian Motion

0 references

Almost periodic solutions of affine ito equations

0 references

A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise

0 references

The Malliavin Calculus and Related Topics

0 references

Integration questions related to fractional Brownian motion

0 references

Almost periodicity and periodicity for nonautonomous random dynamical systems

0 references

Almost periodic solutions of affine stochastic evolution equations

0 references

Statistical aspects of the fractional stochastic calculus

0 references

Q4867021

0 references

Almost automorphy and various extensions for stochastic processes

0 references

Fractional {O}rnstein-{U}hlenbeck processes

0 references

Counterexamples to mean square almost periodicity of the solutions of some SDEs with almost periodic coefficients

0 references

Q4032234

0 references

Identifiers

zbMATH Open document ID

1496.60065

0 references

DOI

10.1080/17442508.2020.1815746

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5086710

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3011072644
@@ Property / OpenAlex ID: W3011072644 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.05800
@@ Property / arXiv ID: 2003.05800 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3595127
@@ Property / cites work: Q3595127 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4210478
@@ Property / cites work: Q4210478 / rank @@
+Normal rank
@@ Property / cites work @@
+Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean
+Normal rank
@@ Property / cites work @@
+Bochner-Almost Periodicity for Stochastic Processes
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation in fractional SDE
@@ Property / cites work: Nonparametric estimation in fractional SDE / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation for i.i.d. paths of fractional SDE
+Normal rank
@@ Property / cites work @@
+Q3993231
@@ Property / cites work: Q3993231 / rank @@
+Normal rank
@@ Property / cites work @@
+Periodic and almost periodic solutions for semilinear stochastic equations
+Normal rank
@@ Property / cites work @@
+Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean
+Normal rank
@@ Property / cites work @@
+Q3762899
@@ Property / cites work: Q3762899 / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation for fractional Ornstein-Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Stochastic and multiple Wiener integrals for Gaussian processes
+Normal rank
@@ Property / cites work @@
+Some explicit statistical results about elementary fractional type models.
+Normal rank
@@ Property / cites work @@
+Q3965074
@@ Property / cites work: Q3965074 / rank @@
+Normal rank
@@ Property / cites work @@
+Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Random Dynamical Systems and Stationary Solutions of Differential Equations Driven by the Fractional Brownian Motion
+Normal rank
@@ Property / cites work @@
+Almost periodic solutions of affine ito equations
@@ Property / cites work: Almost periodic solutions of affine ito equations / rank @@
+Normal rank
@@ Property / cites work @@
+A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank
@@ Property / cites work @@
+Integration questions related to fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Almost periodicity and periodicity for nonautonomous random dynamical systems
+Normal rank
@@ Property / cites work @@
+Almost periodic solutions of affine stochastic evolution equations
+Normal rank
@@ Property / cites work @@
+Statistical aspects of the fractional stochastic calculus
+Normal rank
@@ Property / cites work @@
+Q4867021
@@ Property / cites work: Q4867021 / rank @@
+Normal rank
@@ Property / cites work @@
+Almost automorphy and various extensions for stochastic processes
+Normal rank
@@ Property / cites work @@
+Fractional {O}rnstein-{U}hlenbeck processes
@@ Property / cites work: Fractional {O}rnstein-{U}hlenbeck processes / rank @@
+Normal rank
@@ Property / cites work @@
+Counterexamples to mean square almost periodicity of the solutions of some SDEs with almost periodic coefficients
+Normal rank
@@ Property / cites work @@
+Q4032234
@@ Property / cites work: Q4032234 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5086710