Infinite dimensional parameter identification for stochastic parabolic systems

DOI10.1016/0167-7152(89)90134-XzbMath0681.93063OpenAlexW2089002880MaRDI QIDQ1823909

Arunabha Bagchi, Shin Ichi Aihara

Publication date: 1989

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(89)90134-x

zbMATH Keywords

method of sievesinference for stochastic processstochastic heat diffusion equations

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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Statistical inference for SPDEs: an overview, Inverse problems for stochastic parabolic equations with additive noise, Conditional stability in determination of initial data for stochastic parabolic equations, Nonparametric estimation for linear SPDEs from local measurements, Determination of two unknowns simultaneously for stochastic Euler-Bernoulli beam equations, Identification of a time-dependent control parameter for a stochastic diffusion equation

Cites Work

• Identification of a hereditary system with distributed delay
• Stochastic models for uncertain flexible systems
• Parameter identification in infinte dimensional linear systems
• Identification of an Infinite-Dimensional Parameter for Stochastic Diffusion Equations
• Identification of Nonstationary Diffusion Model by the Method of Sieves
• Equivalent Norms for Sobolev Spaces
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