Parameter Estimation for Stochastic Partial Differential Equations of Second Order
نویسندگان
چکیده
منابع مشابه
Estimation for some stochastic partial differential equations
Stochastic partial differential equations (SPDE) are used for stochastic modelling, for instance, in the study of neuronal behaviour in neurophysiology and in building stochastic models for turbulence. Huebner, Khasminskii and Rozovskii (1993) started the investigation of the maximum likelihood estimation of the parameters involved in two types of SPDE’s and extended their results for a class o...
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ژورنال
عنوان ژورنال: Applied Mathematics & Optimization
سال: 2018
ISSN: 0095-4616,1432-0606
DOI: 10.1007/s00245-018-9506-9