Parameter identification for stochastic diffusion equations with unknown boundary conditions

DOI10.1007/BF01448357zbMATH Open0637.93072OpenAlexW3157308763MaRDI QIDQ1099124FDOQ1099124

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

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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)

Cites Work

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• Radon-Nikodym derivatives of a class of weak distributions on Hilbert spaces
• Identification of a distributed-parameter system with boundary noise

Cited In (11)

• Dynamic identification of boundary conditions for convection-diffusion transport model in the case of noisy measurements
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• Identification of a time-dependent control parameter for a stochastic diffusion equation
• Maximum likelihood estimate for discontinuous parameter in stochastic hyperbolic systems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Boundary value processes: Estimation and identification

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