Infinite dimensional parameter identification for stochastic parabolic systems
DOI10.1016/0167-7152(89)90134-XzbMATH Open0681.93063OpenAlexW2089002880MaRDI QIDQ1823909FDOQ1823909
Arunabha Bagchi, Shin Ichi Aihara
Publication date: 1989
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(89)90134-x
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Cited In (11)
- Parameter identification in infinte dimensional linear systems
- Identification of an Infinite-Dimensional Parameter for Stochastic Diffusion Equations
- Statistical inference for SPDEs: an overview
- Conditional stability in determination of initial data for stochastic parabolic equations
- Regularized Maximum Likelihood Estimate for an Infinite-Dimensional Parameter in Stochastic Parabolic Systems
- Identification of a time-dependent control parameter for a stochastic diffusion equation
- Inverse problems for stochastic parabolic equations with additive noise
- Title not available (Why is that?)
- Nonparametric estimation for linear SPDEs from local measurements
- Asymptotic statistical inference for a stochastic heat flow problem
- Determination of two unknowns simultaneously for stochastic Euler-Bernoulli beam equations
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