On asymptotic properties of the parameter estimator for a type of SPDE |
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Authors: | Caiya Zhang Zhengyan Lin |
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Institution: | Department of Mathematics, Zhejiang University, Hangzhou 310027, China |
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Abstract: | In this paper, we study a random field U?(t,x) governed by some type of stochastic partial differential equations with an unknown parameter θ and a small noise ?. We construct an estimator of θ based on the continuous observation of N Fourier coefficients of U?(t,x), and prove the strong convergence and asymptotic normality of the estimator when the noise ? tends to zero. |
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Keywords: | primary 62M40 secondary 60H15 |
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