Bayes estimation for some stochastic partial differential equations (Q5928949): Difference between revisions

The analogues of the Bernstein-von Mises theorem for two type of parabolic stochastic partial differential equations were developed. Asymptotic properties of Bayes estimators for the parameters are investigated following the results on maximum likelihood estimators for such equations discussed by M. Huebner et al. [Cambanis, Stamatis (ed.) et al., Stochastic processes: a festschrift in honour of Gopinath Kallianpur. New York: Springer-Verlag, 149--160 (1993; Zbl 0783.60058)].