On the Estimation of the Drift Parameter of a Stochastic Diffusion Equation
โ Scribed by Kulinich, G. L.
- Book ID
- 118225716
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 1976
- Tongue
- English
- Weight
- 341 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0040-585X
- DOI
- 10.1137/1120043
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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 sup
We consider a family of stochastic differential equations with a drift depending on the past history and a delayed diffusion term perturbed by a small parameter =>0. We establish the asymptotic behaviour as = a 0 for the logarithm of the corresponding family of densities at a fixed time t>0. The pro