Parameter estimates for linear partial differential equations with fractional boundary noise

DOI10.4310/CIS.2007.v7.n1.a1zbMath1154.60335OpenAlexW1998260755MaRDI QIDQ937349

Bohdan Maslowski, Jan Pospíšil

Publication date: 14 August 2008

Published in: Communications in Information and Systems (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.cis/1184963895

zbMATH Keywords

fractional Brownian motionparameter identificationstochastic partial differential equationsergodicityfractional Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (6)

Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations ⋮ 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 ⋮ Stochastic evolution equations with rough boundary noise ⋮ Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise ⋮ Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion

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