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Certain estimation problems for stochastic partial differential equations.

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Publication:1595564
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zbMath1050.62548MaRDI QIDQ1595564

I. A. Ibragimov, Rafail Z. Khasminskii

Publication date: 13 February 2001

Published in: Doklady Mathematics (Search for Journal in Brave)



Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)


Related Items (1)

Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients.




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