| 部分可观测耦合随机抛物方程组的参数估计 |
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| 引用本文： | 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):021002-021002-8. |
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| 作者姓名： | 苗菲菲 |
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| 作者单位： | 四川大学数学学院 |
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| 基金项目： | 国家自然科学基金(11971334) |
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| 摘 要： | 本文研究加性时空白噪声驱动下的部分可观测耦合随机抛物方程组的参数极大似然估计量.在观测时间和噪声强度不变的条件下，本文证明了估计量的强相合性和渐近正态性.数值算例验证了理论结果.
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| 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 |
| 收稿时间： | 2021/3/16 0:00:00 |
| 修稿时间： | 2021/5/24 0:00:00 |
Parameter estimation in partially observable coupled stochastic parabolic equations |
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| MIAO Fei-Fei.Parameter estimation in partially observable coupled stochastic parabolic equations[J].Journal of Sichuan University (Natural Science Edition),2022,59(2):021002-021002-8. |
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| Authors: | MIAO Fei-Fei |
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| Institution: | School of Mathematics, Sichuan University |
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| Abstract: | In this paper, we investigate the maximum likelihood estimator of the parameter of a partially observable coupled stochastic parabolic equation driven by 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. |
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