基于拟似然方法的随机热方程参数估计
Parameter Estimation for the Stochastic Heat Equation Based on the Quasi-LikelihoodMethod
摘要: 本文中，我们研究了时空白噪声驱动的随机热方程的参数估计问题。在固定某一时间点的情况下， 我们假设空间过程可以离散观测，使用拟似然方法给出了扩散参数的估计量。另外，我们基于马 列万分析得到了估计量的渐进行为。
Abstract: In this paper, we investigate the parameter estimation problem of the stochastic heat equation driven by space-time white noise. Under the assumption that the spatial process can be discretely observed at a fixed time point, we use the quasi-likelihood method to provide an estimator for the diffusion parameter. Additionally, we derive the asymptotic behavior of the estimator based on Malliavin calculus.
文章引用：盖子若, 杨晗璐, 闫理坦. 基于拟似然方法的随机热方程参数估计[J]. 应用数学进展, 2025, 14(4): 286-300. https://doi.org/10.12677/AAM.2025.144162

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