Ergodicity and parameter estimates for infinite-dimensional fractional ornstein-uhlenbeck process

Applied Mathematics and Optimization

Volumn 57, Issue 3, 2008, Pages 401-429

  Maslowski, Bohdan ^a   Pospíšil, Jan ^b  

^a INSTITUTE OF MATHEMATICS   (Czech Republic)

^b UNIVERSITY OF WEST BOHEMIA   (Czech Republic)

Author keywords

Ergodicity; Fractional Brownian motion; Fractional Ornstein Uhlenbeck process; Parameter estimates; Stochastic partial differential equations; Strictly stationary solution

Indexed keywords

ERGODICITY; FRACTIONAL BROWNIAN MOTION; ORNSTEIN-UHLENBECK PROCESS; STRICTLY STATIONARY SOLUTION;

ACOUSTIC NOISE; BROWNIAN MOVEMENT; PARAMETER ESTIMATION; PARTIAL DIFFERENTIAL EQUATIONS;

LINEAR EQUATIONS;

EID: 44349173693     PISSN: 00954616     EISSN: 14320606     Source Type: Journal    
DOI: 10.1007/s00245-007-9028-3     Document Type: Article

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