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

DOI10.1137/S0040585X97976982zbMath0983.62051MaRDI QIDQ4954370

I. A. Ibragimov, Rafail Z. Khasminskii

Publication date: 6 June 2000

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

zbMATH Keywords

asymptotic normalityGreen functionvon 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)

Related Items

Statistical inference for SPDEs: an overview, Inverse problems for stochastic parabolic equations with additive noise, Ildar Abdullovich Ibragimov (on his ninetieth birthday), On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions, Global Uniqueness for an Inverse Stochastic Hyperbolic Problem with Three Unknowns, On a stochastic nonclassical diffusion equation with standard and fractional Brownian motion, The Bernstein-von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs