Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency

DOI10.1006/JMVA.2001.1989zbMATH Open1006.62072OpenAlexW2006088578MaRDI QIDQ1599243FDOQ1599243

Publication date: 10 March 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2001.1989

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identifiability maximum likelihood estimator strong law of large numbers invariant measure infinitesimal generator transition semigroup semilinear stochastic evolution equation

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Non-Markovian processes: estimation (62M09) Identification in stochastic control theory (93E12) Stochastic learning and adaptive control (93E35)

Cites Work

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Cited In (6)

Title not available (Why is that?)
Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process
Statistical inference for SPDEs: an overview
Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations
Consistent order estimation for linear stochastic feedback control systems (CARMA model)
Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process

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