Parameter estimations for linear parabolic fractional SPDEs with jumps
DOI:
https://doi.org/10.24193/subbmath.2019.2.12Keywords:
Parameter estimation, SPDE, cylindrical fractional Brownian motion, cylindrical Poisson processAbstract
We give an unbiased and consistent estimator for the drift coefficient of a linear parabolic stochastic partial differential equation driven by a multiplicative cylindrical fractional Brownian motion with Hurst index $1/2 <h < 1$ and a cylindrical centered Poisson process, if the observations of the solution process are given in discrete time points. The presented method is based on mean square estimations.Downloads
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2019-06-12
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