Abstract
We investigate the problem of nonparametric estimation of the trend for stochastic differential equations with delay and driven by a fractional Brownian motion through the method of kernel-type estimation for the estimation of a probability density function.
Acknowledgments
The author thanks the referee for his/her suggestions for dealing with the problem in the general case. This work was supported under the scheme “INSA Senior Scientist” of the Indian National Science Academy at the CR Rao Advanced Institute of Mathematics, Statistics and Computer Science, Hyderabad, India.