scientific article

zbMath0627.93071MaRDI QIDQ3764025

Timo Koski, Wilfried Loges

Publication date: 1987

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Hilbert spaceparameter identificationestimatorlinear stochastic differential equationstochastic heat flow

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Control/observation systems governed by partial differential equations (93C20) Estimation and detection in stochastic control theory (93E10) Heat equation (35K05) Inverse problems for PDEs (35R30) Identification in stochastic control theory (93E12) Groups and semigroups of linear operators (47D03) Control/observation systems in abstract spaces (93C25) PDEs with randomness, stochastic partial differential equations (35R60) Inner product spaces and their generalizations, Hilbert spaces (46C99)

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Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations ⋮ A space-consistent version of the minimum-contrast estimator for linear stochastic evolution equations ⋮ Parameter estimation for stochastic wave equation based on observation window ⋮ Parameter estimation for stochastic partial differential equations of second order

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