论文标题
由分数布朗运动驱动的微分方程的几乎周期性和周期性解决方案，并具有统计应用
Almost Periodic and Periodic Solutions of Differential Equations Driven by the Fractional Brownian Motion with Statistical Application
论文作者
论文摘要
我们表明，在与随机动力学系统有关的某种意义上，几乎是由布朗运动驱动的几乎周期性系数的半线性随机微分方程的独特解决方案几乎是周期性的。这种类型的周期性允许在几乎周期性和周期性的情况下构建对漂移参数的一致估计器。
We show that the unique solution to a semilinear stochastic differential equation with almost periodic coefficients driven by a fractional Brownian motion is almost periodic in a sense related to random dynamical systems. This type of almost periodicity allows for the construction of a consistent estimator of the drift parameter in the almost periodic and periodic cases.
