Drift Estimation for Stochastic Reaction-Diffusion Systems

Abstract

A parameter estimation problem for a class of semilinear stochastic evolution equations is considered. Conditions for consistency and asymptotic normality are given in terms of growth and continuity properties of the nonlinear part. Emphasis is put on the case of stochastic reaction-diffusion systems. Robustness results for statistical inference under model uncertainty are provided.

arXiv commentsee journal webpage for published version

References in corpus (3)

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• Parameter Estimation for the Stochastically Perturbed Navier-Stokes Equations
• Analysis and Approximation of Stochastic Nerve Axon Equations

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