Maximum likelihood estimate for discontinuous parameter in stochastic hyperbolic systems

DOI10.1007/BF00994914zbMath0807.93060MaRDI QIDQ1332521

V. Pereyra

Publication date: 2 March 1995

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimate (MLE)method of sievesstochastic hyperbolic equationsparabolic regularization techniquespatially varying discontinuous parameter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems governed by partial differential equations (93C20) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14) Identification in stochastic control theory (93E12)

Related Items (1)

Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation

Cites Work

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• ON THE DENSITY OF PROBABILITY MEASURES OF DIFFUSION-TYPE PROCESSES

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