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تسجيل مستخدم جديدAdaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion
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Karine Bertin
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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.
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