Estimating Speed and Damping in the Stochastic Wave Equation

Simple item page
dc.creatorLiu, W.
dc.creatorLototsky, S. V.
dc.date2008-10-01
dc.date.accessioned2026-07-07T10:06:35Z
dc.date.available2026-07-07T10:06:35Z
dc.descriptionA parameter estimation problem is considered for a one-dimensional stochastic wave equation driven by additive space-time Gaussian white noise. The estimator is of spectral type and utilizes a finite number of the spatial Fourier coefficients of the solution. The asymptotic properties of the estimator are studied as the number of the Fourier coefficients increases, while the observation time and the noise intensity are fixed.
dc.identifierhttps://arxiv.org/abs/0810.0046
dc.identifierhttp://arxiv.org/abs/0810.0046
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/170375
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject62F12, 60G15, 60H15, 60G30, 62M05
dc.titleEstimating Speed and Damping in the Stochastic Wave Equation
dc.typetext

Files

Collections

arXiv