Mean estimation of Brownian sheet

✍ Scribed by N.M. Arató

• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 503 KB
• Volume: 33
• Category: Article
• ISSN: 0898-1221
• DOI: 10.1016/s0898-1221(97)00050-3

✦ Synopsis

We observe in a domain G C R~ a standard Brownian sheet disturbed by an unknown constant (mean). We determine explicitly, the maximum-likelihood estimator of the mean by the help of the method of stochastic partial differential equations.