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

Authors :
Paul Raynaud de Fitte
Nicolas Marie
Modélisation aléatoire de Paris X (MODAL'X)
Université Paris Nanterre (UPN)
ESME Sudria [Paris]
Laboratoire de Mathématiques Raphaël Salem (LMRS)
Université de Rouen Normandie (UNIROUEN)
Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS)
Source :
Stochastics: An International Journal of Probability and Stochastic Processes, Stochastics: An International Journal of Probability and Stochastic Processes, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2021, 93 (6), pp.886-906. ⟨10.1080/17442508.2020.1815746⟩, Stochastics: An International Journal of Probability and Stochastic Processes, 2021, 93 (6), pp.886-906. ⟨10.1080/17442508.2020.1815746⟩
Publication Year :
2020
Publisher :
Informa UK Limited, 2020.

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.<br />18 pages

Details

ISSN :
17442516 and 17442508
Volume :
93
Database :
OpenAIRE
Journal :
Stochastics
Accession number :
edsair.doi.dedup.....dc593a8cad03d3ac4dd50fb15a1da1f6
Full Text :
https://doi.org/10.1080/17442508.2020.1815746