Certain estimation problems for stochastic partial differential equations.

MaRDI QIDQ1595564zbMATH OpenFDO

Authors I. A. Ibragimov, R. Z. Khas'minskiĭ

Publication date 13 February 2001

Published in Doklady Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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• An estimation problem for quasilinear stochastic partial differential equations
• Parameter estimation in diagonalizable bilinear stochastic parabolic equations
• Stochastic equations in the problems of semimartingale parameter estimation
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• Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients.
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• Parameter estimation for stochastic partial differential equations of second order
• A parameter estimation for a type of stochastic partial differential equation in the infinite dimensional space

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