Estimation in models driven by fractional Brownian motion

Corinne Berzin, José R. León

Let $\{b_H(t),t\in \mathbb{R}\}$ be the fractional Brownian motion with parameter $0<H<1$. When $1/2<H$, we consider diffusion equations of the type \[X(t)=c+\int_0^tσ\bigl(X(u)\big…