论文标题
由分数布朗运动驱动的随机微分方程的固定密度的自适应估计
Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion
论文作者
论文摘要
我们构建并研究了一个数据驱动的程序，以估计添加剂分数SDE的固定密度f。为此，我们还证明了一些新的浓度范围，用于对这种固定状态中这种动态的离散观察。
We build and study a data-driven procedure for the estimation of the stationary density f of an additive fractional SDE. To this end, we also prove some new concentrations bounds for discrete observations of such dynamics in stationary regime.
