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Parameter Estimation for Controlled Semilinear Stochastic Systems: Identifiability and Consistency

✍ Scribed by B. Goldys; B. Maslowski

Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 170 KB
Volume: 80
Category: Article
ISSN: 0047-259X
DOI: 10.1006/jmva.2001.1989

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✦ Synopsis

We consider a controlled stochastic semilinear evolution equation with the drift depending on the unknown parameter. We show that the maximum likelihood estimator is strongly consistent for a class of bounded predictable controls.

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