Parameter identification for stochastic diffusion equations with unknown boundary conditions

DOI10.1007/BF01448357MaRDI QIDQ1099124zbMATH OpenOpenAlexFDO

Authors Arunabha Bagchi, Shin Ichi Aihara

Publication date 1988

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01448357

zbMATH Keywords

identification problemmaximum likelihood estimatediffusion equations with unknown boundary conditions

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Diffusion processes (60J60) Control/observation systems governed by partial differential equations (93C20) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cites work

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• A Bound on the Boundary Input Map for Parabolic Equations with Application to Time Optimal Control
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• Radon-Nikodym derivatives of a class of weak distributions on Hilbert spaces
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Cited in

(11)

• scientific article; zbMATH DE number 2030312 (Why is no real title available?)
• Dynamic identification of boundary conditions for convection-diffusion transport model in the case of noisy measurements
• On periodic parameter identification in stochastic differential equations
• A new approach on identification of boundary parameter for a two- dimensional diffusion system
• Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency
• scientific article; zbMATH DE number 17499 (Why is no real title available?)
• Identification of a time-dependent control parameter for a stochastic diffusion equation
• Maximum likelihood estimate for discontinuous parameter in stochastic hyperbolic systems
• Boundary value processes: Estimation and identification
• scientific article; zbMATH DE number 3926780 (Why is no real title available?)
• scientific article; zbMATH DE number 754520 (Why is no real title available?)

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