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Parameter Estimation for Stochastic Partial Differential Equations of Second Order.

Authors :
Janák, Josef
Source :
Applied Mathematics & Optimization. Aug2020, Vol. 82 Issue 1, p353-397. 45p.
Publication Year :
2020

Abstract

Stochastic partial differential equations of second order with two unknown parameters are studied. Based on ergodicity, two suitable families of minimum contrast estimators are introduced. Strong consistency and asymptotic normality of estimators are proved. The results are applied to hyperbolic equations perturbed by Brownian noise. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00954616
Volume :
82
Issue :
1
Database :
Academic Search Index
Journal :
Applied Mathematics & Optimization
Publication Type :
Academic Journal
Accession number :
144564028
Full Text :
https://doi.org/10.1007/s00245-018-9506-9