Estimation Problems for Coefficients of Stochastic Partial Differential Equations. Part II

DOI10.1137/S0040585X97977720zbMath0983.62052OpenAlexW2066055776MaRDI QIDQ2711137

I. A. Ibragimov, Rafail Z. Khasminskii

Publication date: 2 May 2001

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97977720

zbMATH Keywords

rate of convergenceconsistencyinverse problemsvon Neumann boundary conditionslinear parabolic Ito equation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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