Parameter estimation in diagonalizable bilinear stochastic parabolic equations

DOI10.1007/s11203-008-9031-6zbMath1205.62143arXiv0709.1135OpenAlexW1999174876MaRDI QIDQ625294

Igor Cialenco, Sergey V. Lototsky

Publication date: 15 February 2011

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0709.1135

zbMATH Keywords

multiplicative noiseSPDEregular modelssingular models

Mathematics Subject Classification ID

Point estimation (62F10) Inference from stochastic processes (62M99) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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