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math.ST2019★ 16 cited
A general drift estimation procedure for stochastic differential equations with additive fractional noise
Fabien Panloup, Samy Tindel, Maylis Varvenne
In this paper we consider the drift estimation problem for a general differential equation driven by an additive multidimensional fractional Brownian motion, under ergodic assumpti…
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…