Consistency property of extended least-squares parameter estimation for stochastic diffusion equation

✍ Scribed by ShinIchi Aihara

• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 341 KB
• Volume: 34
• Category: Article
• ISSN: 0167-6911
• DOI: 10.1016/s0167-6911(98)00027-9

✦ Synopsis

The extended least-squares parameter estimate for stochastic heat di usion equations is considered. The unknown parameter is a heat di usion coe cient which is a function of a spatial variable. Almost sure convergence for the estimated parameter is proved. A numerical example is demonstrated for supporting the theoretical results developed here.