𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Points of increase of the Brownian sheet

✍ Scribed by Robert C. Dalang; T. Mountford

Publisher
Springer
Year
1997
Tongue
English
Weight
321 KB
Volume
108
Category
Article
ISSN
1432-2064

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Mean estimation of Brownian sheet
Mean estimation of Brownian sheet
✍ N.M. AratΓ³ πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 503 KB

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.