Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift

Chiara Amorino, Eulalia Nualart, Fabien Panloup +1

We study the estimation of the invariant density of additive fractional stochastic differential equations with Hurst parameter $H\in (0,1)$. We first focus on continuous observati…