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Gradient of the log-likelihood ratio for infinite-dimensional stochastic systems - MaRDI portal

Gradient of the log-likelihood ratio for infinite-dimensional stochastic systems (Q2730244)

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scientific article; zbMATH DE number 1630595
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English
Gradient of the log-likelihood ratio for infinite-dimensional stochastic systems
scientific article; zbMATH DE number 1630595

    Statements

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    5 August 2001
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    maximum likelihood estimate
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    random heat equation
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    Gradient of the log-likelihood ratio for infinite-dimensional stochastic systems (English)
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    Identifiers