• Title of article

    Parameter Estimation for Controlled Semilinear Stochastic Systems: Identifiability and Consistency

  • Author/Authors

    Goldys، نويسنده , , B. and Maslowski، نويسنده , , B.، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2002
  • Pages
    22
  • From page
    322
  • To page
    343
  • Abstract
    We consider a controlled stochastic semilinear evolution equation with the drift depending on the unknown parameter. We show that the maximum likelihood estimator is strongly consistent for a class of bounded predictable controls.
  • Keywords
    semilinear stochastic evolution equation , Maximum likelihood estimator , identifiability , strong law of large numbers , invariant measure , transition semigroup , Infinitesimal generator
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2002
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1557762

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1557762