Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency

DOI10.1006/jmva.2001.1989zbMath1006.62072OpenAlexW2006088578MaRDI QIDQ1599243

Bohdan Maslowski, Beniamin Goldys

Publication date: 10 March 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2001.1989

zbMATH Keywords

strong law of large numbersinvariant measuremaximum likelihood estimatorinfinitesimal generatortransition semigroupidentifiabilitysemilinear stochastic evolution equation

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Non-Markovian processes: estimation (62M09) Identification in stochastic control theory (93E12) Stochastic learning and adaptive control (93E35)

Related Items (4)

Statistical inference for SPDEs: an overview ⋮ Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process ⋮ Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations ⋮ Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process

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