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

DOI10.1080/17442508.2020.1815746zbMath1496.60065arXiv2003.05800OpenAlexW3011072644WikidataQ115295064 ScholiaQ115295064MaRDI QIDQ5086710

Paul Raynaud de Fitte, Nicolas Marie

Publication date: 7 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.05800

zbMATH Keywords

fractional Brownian motionsemilinear stochastic differential equation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Periodic solutions to ordinary differential equations (34C25) Almost and pseudo-almost periodic solutions to ordinary differential equations (34C27)

Related Items (1)

On a calculable Skorokhod’s integral based projection estimator of the drift function in fractional SDE

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