EXACT VARIATIONS FOR STOCHASTIC HEAT EQUATIONS WITH PIECEWISE CONSTANT COEFFICIENTS AND APPLICATION TO PARAMETER ESTIMATION

被引：0
|
作者：
Zili, M. [1 ]
Zougar, E. [1 ]
机构：
[1] Univ Monastir, Dept Math, Fac Sci Monastir, Ave Environm, Monastir 5019, Tunisia
来源：
THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS | 2019年 / 100卷
关键词：
Quartic and quadratic variations; stochastic partial differential equations; discontinuity; integration techniques; special functions; estimation of parameters;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We expand the quartic variations in time and the quadratic variations in space of the solution to a stochastic partial differential equation with piecewise constant coefficients. Both expansions allow us to deduce an estimation method of the parameters appearing in the equation.
引用
收藏
页码：75 / 101
页数：27
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