We investigate the problem of estimation of the unknown drift parameter in the stochastic differential equations driven by fractional Brownian motion, with the coefficients supplying standard existence-uniqueness demands. We consider a particular case when the ratio of drift and diffusion coefficients is non-random, and establish the asymptotic strong consistency of the estimator with different ratios, from many classes of non-random standard functions. Simulations are provided to illustrate our results, and they demonstrate the fast rate of convergence of the estimator to the true value of a parameter.
