Infinite dimensional parameter identification for stochastic parabolic systems

DOI10.1016/0167-7152(89)90134-XMaRDI QIDQ1823909zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

method of sievesinference for stochastic processstochastic heat diffusion equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) 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

• scientific article; zbMATH DE number 3649253 (Why is no real title available?)
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• Equivalent Norms for Sobolev Spaces
• Identification of Nonstationary Diffusion Model by the Method of Sieves
• Identification of a hereditary system with distributed delay
• Identification of an Infinite-Dimensional Parameter for Stochastic Diffusion Equations
• Parameter identification in infinte dimensional linear systems
• Stochastic models for uncertain flexible systems

Cited in

(12)

• Parameter estimation in diagonalizable bilinear stochastic parabolic equations
• Parameter identification in infinte dimensional linear systems
• Statistical inference for SPDEs: an overview
• Identification of an Infinite-Dimensional Parameter for Stochastic Diffusion Equations
• 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
• scientific article; zbMATH DE number 4020990 (Why is no real title available?)
• Asymptotic statistical inference for a stochastic heat flow problem
• Nonparametric estimation for linear SPDEs from local measurements
• Determination of two unknowns simultaneously for stochastic Euler-Bernoulli beam equations

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