Communications in Information and Systems

Volume 7 (2007)

Number 1

Parameter estimates for linear partial differential equations with fractional boundary noise

Pages: 1 – 20

DOI: http://dx.doi.org/10.4310/CIS.2007.v7.n1.a1

Authors

Bohdan Maslowski

Jan Pospíšil

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.

Keywords

parameter identification; ergodicity; stochastic partial differential equations; fractional Brownian motion; fractional Ornstein-Uhlenbeck process

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