四川大学学报（自然科学版）2022，Vol.59Issue(2)：7-14,8.DOI:10.19907/j.0490-6756.2022.021002
部分可观测耦合随机抛物方程组的参数估计
Parameter estimation in partially observable coupled stochastic parabolic equations
摘要
Abstract
In this paper,we investigate the maximum likelihood estimator of the parameter of a partially observable coupled stochastic parabolic equations driven by the additive white Gaussian noises in time and space.For fixed observation time and noise intensity,the estimator is proved to be asymptotically consistent and with asymptotic normality.A numerical example is provided to illustrate the theoretic results.关键词
部分可观测/耦合随机抛物方程/极大似然估计/渐近正态/强相合Key words
Partially observable/Coupled stochastic parabolic equations/Maximum likelihood estimator/Asymptotic normality/Strongly consistent分类
数理科学引用本文复制引用
苗菲菲..部分可观测耦合随机抛物方程组的参数估计[J].四川大学学报（自然科学版）,2022,59(2):7-14,8.基金项目
国家自然科学基金(11971334) （11971334）
