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most citedA general drift estimation procedure for stochastic differential equations with additive fractional noise

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math.PR2019

Concentration inequalities for Stochastic Differential Equations with additive fractional noise

Maylis Varvenne

In this paper, we establish concentration inequalities both for functionals of the whole solution on an interval [0, T ] of an additive SDE driven by a fractional Brownian motion w…