Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency

Journal of Multivariate Analysis

Volumn 80, Issue 2, 2002, Pages 322-343

  Goldys, B ^a   Maslowski, B ^b  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

^b INSTITUTE OF MATHEMATICS   (Czech Republic)

Author keywords

Identifiability; Infinitesimal generator; Invariant measure; Maximum likelihood estimator; Semilinear stochastic evolution equation; Strong law of large numbers; Transition semigroup

Indexed keywords

EID: 0036119279     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.2001.1989     Document Type: Article

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