{"title":"半线性SPDE的近似极大似然估计","authors":"Jaya P. N Bishwal","doi":"10.46719/dsa2023.32.10","DOIUrl":null,"url":null,"abstract":". We estimate the drift in the semilinear SPDE by approximation by space and time discretization. We study the asymptotic properties of the approximate maximum likelihood estimators and also the rates of convergence. We also study parameter estimation in controlled semilinear SPDE.","PeriodicalId":51019,"journal":{"name":"Dynamic Systems and Applications","volume":"40 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-08-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Approximate Maximum Likelihood Estimation in Semilinear SPDE\",\"authors\":\"Jaya P. N Bishwal\",\"doi\":\"10.46719/dsa2023.32.10\",\"DOIUrl\":null,\"url\":null,\"abstract\":\". We estimate the drift in the semilinear SPDE by approximation by space and time discretization. We study the asymptotic properties of the approximate maximum likelihood estimators and also the rates of convergence. We also study parameter estimation in controlled semilinear SPDE.\",\"PeriodicalId\":51019,\"journal\":{\"name\":\"Dynamic Systems and Applications\",\"volume\":\"40 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-08-22\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Dynamic Systems and Applications\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.46719/dsa2023.32.10\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Dynamic Systems and Applications","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.46719/dsa2023.32.10","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Approximate Maximum Likelihood Estimation in Semilinear SPDE
. We estimate the drift in the semilinear SPDE by approximation by space and time discretization. We study the asymptotic properties of the approximate maximum likelihood estimators and also the rates of convergence. We also study parameter estimation in controlled semilinear SPDE.
期刊介绍：
The aim of this quarterly journal is to provide an international forum for the information in the theory and practice of Dynamic Systems and Applications. This journal publishes carefully selected original research papers from stochastic/deterministic : Differential Equations ,Integral Equations, Integro-Differential Equations, Discrete Analogs of these equations, and Applications.
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