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2007 Parameter estimates for linear partial differential equations with fractional boundary noise
Bohdan Maslowski, Jan Pospíšil
Commun. Inf. Syst. 7(1): 1-20 (2007).

Abstract

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.

Citation

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Bohdan Maslowski. Jan Pospíšil. "Parameter estimates for linear partial differential equations with fractional boundary noise." Commun. Inf. Syst. 7 (1) 1 - 20, 2007.

Information

Published: 2007
First available in Project Euclid: 20 July 2007

zbMATH: 1154.60335
MathSciNet: MR2346576

Keywords: ergodicity , fractional Brownian motion , fractional Ornstein-Uhlenbeck process , parameter identification , Stochastic partial differential equations

Rights: Copyright © 2007 International Press of Boston

Vol.7 • No. 1 • 2007
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