Estimation Problems for Coefficients of Stochastic Partial Differential Equations. Part I

DOI10.1137/S0040585X97976982MaRDI QIDQ4954370zbMATH OpenFDO

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

Publication date 6 June 2000

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97976982

zbMATH Keywords

asymptotic normalityGreen functionlinear parabolic Ito equationvon Neumann boundary conditions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

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• Spectral asymptotics of some functionals arising in statistical inference for SPDEs
• Certain estimation problems for stochastic partial differential equations.
• Statistical inference for SPDEs: an overview
• Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients.
• Statistical analysis of some evolution equations driven by space-only noise
• Nonparametric estimation for linear SPDEs from local measurements
• An estimation problem for quasilinear stochastic partial differential equations
• Inverse problems for stochastic parabolic equations with additive noise
• Estimation problems for coefficients of stochastic partial differential equations. II
• Parameter estimation for stochastic evolution equations with non-commuting operators
• Estimation problems for coefficients of stochastic partial differential equations. III
• The Bernstein-von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs
• On the state estimation for pseudoparabolic systems with stochastic coefficients
• scientific article; zbMATH DE number 1474215 (Why is no real title available?)
• Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation
• On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions
• Global uniqueness for an inverse stochastic hyperbolic problem with three unknowns
• On a stochastic nonclassical diffusion equation with standard and fractional Brownian motion
• Ildar Abdullovich Ibragimov (on his ninetieth birthday)
• Estimation for the reaction term in semi-linear SPDEs under small diffusivity
• Determination of two unknowns for a stochastic plate equation
• Non-parametric estimation for stochastic reaction-diffusion equations with spatial ergodicity
• Parameter estimation for stochastic partial differential equations of second order
• On asymptotic properties of the parameter estimator for a type of SPDE

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