Résumé : We study the least square estimator for the drift parameter of the fractional Ornstein-Uhlenbeck sheet wich is defined as the solution of a Langevin equation driven by a fractional Brownian sheet with Hurst parameters bigger than one half. Using the properties of multiple Wiener-Itô integrals we prove that the estimator is strongly consistent for the parameter estimated.

Cet exposé se tiendra en salle C20-13, 20ème étage, Université Paris 1, Centre Pierre Mendès-France, 90 rue de Tolbiac, 75013 Paris (métro : Olympiades).