Parameter estimation in diagonalizable bilinear stochastic parabolic equations

DOI10.1007/s11203-008-9031-6zbMath1205.62143arXiv0709.1135MaRDI QIDQ625294

Igor Cialenco, Sergey V. Lototsky

Publication date: 15 February 2011

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0709.1135

zbMATH Keywords

multiplicative noise; SPDE; regular models; singular models

Mathematics Subject Classification ID

62F10: Point estimation

62M99: Inference from stochastic processes

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

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