Parameter estimation in diagonalizable bilinear stochastic parabolic equations

DOI10.1007/s11203-008-9031-6zbMath1205.62143arXiv0709.1135OpenAlexW1999174876MaRDI QIDQ625294

Igor Cialenco, Sergey V. Lototsky

Publication date: 15 February 2011

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0709.1135

zbMATH Keywords

multiplicative noiseSPDEregular modelssingular models

Mathematics Subject Classification ID

Point estimation (62F10) Inference from stochastic processes (62M99) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (10)

Statistical inference for SPDEs: an overview ⋮ Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process ⋮ Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind ⋮ Statistical analysis of some evolution equations driven by space-only noise ⋮ Trajectory fitting estimators for SPDEs driven by additive noise ⋮ Hypothesis testing for stochastic PDEs driven by additive noise ⋮ PARAMETER ESTIMATION FOR SPDEs WITH MULTIPLICATIVE FRACTIONAL NOISE ⋮ Bayesian estimations for diagonalizable bilinear SPDEs ⋮ Diffusivity estimation for activator-inhibitor models: theory and application to intracellular dynamics of the actin cytoskeleton ⋮ Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise

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