- Previous Article
- Next Article
- Table of Contents
Applied Mathematics and Optimization, Vol.82, No.1, 353-397, 2020
Parameter Estimation for Stochastic Partial Differential Equations of Second Order
Stochastic partial differential equations of second order with two unknown parameters are studied. Based on ergodicity, two suitable families of minimum contrast estimators are introduced. Strong consistency and asymptotic normality of estimators are proved. The results are applied to hyperbolic equations perturbed by Brownian noise.