On inference for fractional differential equations
  Based on Malliavin calculus tools and approximation results, we show how to compute a maximum likelihood type estimator for a rather general differential equation driven by a fractional Brownian motion with Hurst parameter H>1/2. Rates of convergence for the approximation task are provided, and numerical experiments show that our procedure leads to good results in terms of estimation. 
Alexandra Chronopoulou (IECN), Samy Tindel (IECN)
math.PR math.ST stat.TH