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Estimation of an unknown parameter in the Cauchy problem for a first-order partial differential equation under small Gaussian perturbations - MaRDI portal

Estimation of an unknown parameter in the Cauchy problem for a first-order partial differential equation under small Gaussian perturbations (Q2740413)

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scientific article; zbMATH DE number 1646723
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English
Estimation of an unknown parameter in the Cauchy problem for a first-order partial differential equation under small Gaussian perturbations
scientific article; zbMATH DE number 1646723

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    16 September 2001
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    Cauchy problem
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    maximum-likelihood estimate
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    large deviations
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    Estimation of an unknown parameter in the Cauchy problem for a first-order partial differential equation under small Gaussian perturbations (English)
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