scientific article; zbMATH DE number 5174058

zbMath1119.65005MaRDI QIDQ5294305

Jan Pospíšil

Publication date: 24 July 2007

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

zbMATH Keywords

stochastic differential equationinverse problemfinite difference methodstochastic partial differential equationstochastic evolution equationsEuler-Maruyama method

Mathematics Subject Classification ID

Inverse problems for PDEs (35R30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Transition functions, generators and resolvents (60J35) Continuity and singularity of induced measures (60G30) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32)

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Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process

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