Mathematics – Probability
Scientific paper
2009-06-23
Mathematics
Probability
Scientific paper
A parameter estimation problem is considered for a linear stochastic hyperbolic equation driven by additive space-time Gaussian white noise. The damping/amplification operator is allowed to be unbounded. The estimator is of spectral type and utilizes a finite number of the spatial Fourier coefficients of the solution. The asymptotic properties of the estimator are studied as the number of the Fourier coefficients increases, while the observation time and the noise intensity are fixed.
Liu Wende
Lototsky Sergey V.
No associations
LandOfFree
Parameter Estimation in Diagonalizable Stochastic Hyperbolic Equations does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Parameter Estimation in Diagonalizable Stochastic Hyperbolic Equations, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Parameter Estimation in Diagonalizable Stochastic Hyperbolic Equations will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-105281