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Items for "stochastic partial differential equations"

Subordination of symmetric quasi -regular Dirichlet forms

The generators of subordinate symmetric (sub-) Markov processes and their domains are exhibited by using spectral theory...

Keywords: Infinite dimensional, stochastic differential equations, stochastic partial differential equations, subordination, pseudo -differential operators, Dirichlet forms, uniqueness

01/2005 | Random Operators and Stochastic Equations, Walter de Gruyter
Upper bounds for large deviation probabilities for the MLE and BE of a parameter for some stochastic partial differential equations

This paper is concerned with the study of upper bounds for the probabilty of large deviations of the the maximum likelihood estimator and Bayes estimator of a parameter appearing linearly in the drift coefficients of some stochastic partial differential equations.

Keywords: stochastic partial differential equations, Large Deviation, Maximum likelihood estimator, Bayes estimator, Inference for stochastic processes

09/2005 | Random Operators and Stochastic Equations, Walter de Gruyter