Parameter estimation for stochastic partial differential equations of second order
Probability
2018-06-12 v1
Abstract
Stochastic partial differential equations of second order with two unknown parameters are studied. Based on ergodicity, two suitable families of minimum constrast estimators are introduced. Strong consistency and asymptotic normality of estimators are proved. The results are applied to hyperbolic equations perturbed by Brownian noise.
Cite
@article{arxiv.1806.04045,
title = {Parameter estimation for stochastic partial differential equations of second order},
author = {Josef Janak},
journal= {arXiv preprint arXiv:1806.04045},
year = {2018}
}
Comments
38 pages, 24 pictures, using package newsymbol