Almost periodic and periodic solutions of differential equations driven by the fractional Brownian motion with statistical application. Issue 6 (18th August 2021)
- Record Type:
- Journal Article
- Title:
- Almost periodic and periodic solutions of differential equations driven by the fractional Brownian motion with statistical application. Issue 6 (18th August 2021)
- Main Title:
- Almost periodic and periodic solutions of differential equations driven by the fractional Brownian motion with statistical application
- Authors:
- Marie, Nicolas
Raynaud De Fitte, Paul - Abstract:
- 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.
- Is Part Of:
- Stochastics. Volume 93:Issue 6(2021)
- Journal:
- Stochastics
- Issue:
- Volume 93:Issue 6(2021)
- Issue Display:
- Volume 93, Issue 6 (2021)
- Year:
- 2021
- Volume:
- 93
- Issue:
- 6
- Issue Sort Value:
- 2021-0093-0006-0000
- Page Start:
- 886
- Page End:
- 906
- Publication Date:
- 2021-08-18
- Subjects:
- Stochastic processes -- Periodicals
Probabilities -- Periodicals
519.2 - Journal URLs:
- http://www.tandfonline.com/toc/gssr20/current ↗
http://www.tandfonline.com/ ↗
http://www.tandf.co.uk/journals/online/1744-2508.asp ↗ - DOI:
- 10.1080/17442508.2020.1815746 ↗
- Languages:
- English
- ISSNs:
- 1744-2508
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 8465.330300
British Library DSC - BLDSS-3PM
British Library STI - ELD Digital store - Ingest File:
- 17819.xml