Communications in Information and Systems

Volume 7 (2007)

Number 1

Parameter estimates for linear partial differential equations with fractional boundary noise

Pages: 1 – 20



Bohdan Maslowski

Jan Pospíšil


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.


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

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