Parameter estimation for generalized mixed fractional stochastic heat equation
Fuente:
arXiv
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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| _version_ | 1866929761878540288 |
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| author | Rao, B. L. S. Prakasa |
| author_facet | Rao, B. L. S. Prakasa |
| contents | We study the properties of a stochastic heat equation with a generalized mixed fractional Brownian noise. We obtain the covariance structure, stationarity and obtain bounds for the asymptotic behaviour of the solution. We suggest estimators for the unknown parameters based on discrete time observations and study their asymptotic properties. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2503_12863 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Parameter estimation for generalized mixed fractional stochastic heat equation Rao, B. L. S. Prakasa Probability Statistics Theory 60G22 We study the properties of a stochastic heat equation with a generalized mixed fractional Brownian noise. We obtain the covariance structure, stationarity and obtain bounds for the asymptotic behaviour of the solution. We suggest estimators for the unknown parameters based on discrete time observations and study their asymptotic properties. |
| title | Parameter estimation for generalized mixed fractional stochastic heat equation |
| topic | Probability Statistics Theory 60G22 |
| url | https://arxiv.org/abs/2503.12863 |