Parameter identification for stochastic diffusion equations with unknown boundary conditions

DOI10.1007/BF01448357zbMath0637.93072OpenAlexW3157308763MaRDI QIDQ1099124

Arunabha Bagchi, Shin Ichi Aihara

Publication date: 1988

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01448357

zbMATH Keywords

identification problemmaximum likelihood estimatediffusion equations with unknown boundary conditions

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Control/observation systems governed by partial differential equations (93C20) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Diffusion processes (60J60)

Related Items

Maximum likelihood estimate for discontinuous parameter in stochastic hyperbolic systems ⋮ Boundary value processes: Estimation and identification ⋮ Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency

Cites Work

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• Radon-Nikodym derivatives of a class of weak distributions on Hilbert spaces
• Stochastic partial differential equations and filtering of diffusion processes
• Identification of a distributed-parameter system with boundary noise
• A Bound on the Boundary Input Map for Parabolic Equations with Application to Time Optimal Control

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