Sleep apnea is covered by a special issuance medical in the US. Once the FAA has approved it the first time, the medical can be reissued yearly by the doc. This is an AASI or AME Assisted Special Issuance, Aviation Medical Examiner Assisted Special Issuance. Why put an abbreviation within an abbreviation?
I would caution against self treating by buying a CPAP. The machines are programmed to operate within limits that come from a professional evaluation of the sleep study.
If obstructive sleep apnea is a grounding medical condition where you are, then you should not fly until it's resolved. I realize this is a huge issue for a professional pilot who requires a valid medical to earn his/her living.
For Private privileges in the US, the new Pilots' Bill of Rights provides for flying w/o a traditional medical within some very broad limits (6,000 pounds, day, night, VFR, IFR, single, multi). This follows on the heals of a great safety record of more than 60 years of glider flying and almost 15 years of Light Sport flying with no medical.
I once asked a physician friend of my dad if it made sense to have GP and flight surgeon in one person. His response (he was a grounded pilot) was, "Hell no, you might have to lie!" I don't advocate lying; fly healthy.