Parameter estimates for linear partial differential equations with fractional boundary noise
Maslowski, Bohdan ; Pospíšil, Jan
Commun. Inf. Syst., Tome 7 (2007) no. 1, p. 1-20 / Harvested from Project Euclid
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Parameter-dependent linear evolution equations with a fractional noise in the boundary conditions are studied. Ergodic-type theorems for stationary and non-stationary solutions are verified and used to prove the strong consistency of a suitably defined family of estimators.
Publié le : 2007-05-14
Classification:  parameter identification,  ergodicity,  stochastic partial differential equations,  fractional Brownian motion,  fractional Ornstein-Uhlenbeck process 
@article{1184963895,
     author = {Maslowski, Bohdan and Posp\'\i \v sil, Jan},
     title = {Parameter estimates for linear partial differential equations with fractional boundary noise},
     journal = {Commun. Inf. Syst.},
     volume = {7},
     number = {1},
     year = {2007},
     pages = { 1-20},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1184963895}
}

Maslowski, Bohdan; Pospíšil, Jan. Parameter estimates for linear partial differential equations with fractional boundary noise. Commun. Inf. Syst., Tome 7 (2007) no. 1, pp.  1-20. http://gdmltest.u-ga.fr/item/1184963895/