Almost periodic and periodic solutions of differential equations driven by the fractional Brownian motion with statistical application
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Abstract: We show that the unique solution to a semilinear stochastic differential equation with almost periodic coefficients driven by a fractional Brownian motion is almost periodic in a sense related to random dynamical systems. This type of almost periodicity allows for the construction of a consistent estimator of the drift parameter in the almost periodic and periodic cases.
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- scientific article; zbMATH DE number 6098791
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Cited in
(4)- Almost periodic solutions in distribution to affine stochastic differential equations driven by a fractional Brownian motion
- scientific article; zbMATH DE number 6098791 (Why is no real title available?)
- On a calculable Skorokhod’s integral based projection estimator of the drift function in fractional SDE
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