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

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title

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

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author

Nicolas Marie

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Paul Raynaud de Fitte

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published in

Stochastics

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publication date

7 July 2022

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full work available at URL

https://arxiv.org/abs/2003.05800

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zbMATH Keywords

semilinear stochastic differential equation

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fractional Brownian motion

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MaRDI profile type

MaRDI publication profile

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cites work

Q3595127

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Q4210478

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

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Bochner-Almost Periodicity for Stochastic Processes

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Nonparametric estimation in fractional SDE

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

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Q3993231

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Periodic and almost periodic solutions for semilinear stochastic equations

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

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Q3762899

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Parameter estimation for fractional Ornstein-Uhlenbeck processes

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

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Stochastic and multiple Wiener integrals for Gaussian processes

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Some explicit statistical results about elementary fractional type models.

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Q3965074

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

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

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Almost periodic solutions of affine ito equations

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

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The Malliavin Calculus and Related Topics

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Integration questions related to fractional Brownian motion

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Almost periodicity and periodicity for nonautonomous random dynamical systems

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Almost periodic solutions of affine stochastic evolution equations

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Statistical aspects of the fractional stochastic calculus

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Q4867021

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Almost automorphy and various extensions for stochastic processes

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Fractional {O}rnstein-{U}hlenbeck processes

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

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Q4032234

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Identifiers

zbMATH Open document ID

1496.60065

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DOI

10.1080/17442508.2020.1815746

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5086710

@@ 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