PARAMETER ESTIMATION FOR GENERALIZED MIXED FRACTIONAL STOCHASTIC HEAT EQUATION
We study the properties of a stochastic heat equation with a generalized mixed fractional Brownian noise.We obtain the covariance structure, stationarity and obtain bounds for the asymptotic behavior of the solution.We suggest estimators for the unknown parameters based on discrete time observations and study their asymptotic properties.
Authors
- Б. Л. С. Пракаса Рао (ORCID: https://orcid.org/0000-0002-9889-2304)
Institutions
- CR Rao Advanced Institute of Mathematics, Statistics and Computer Science (IN)
Publication Details
- Journal
- Bulletin of informatics and cybernetics
- Published
- 2025-01-01
- DOI
- https://doi.org/10.5109/7363245
- Primary Topic
- Fractional Differential Equations Solutions
- Type
- article
- Field-Weighted Citation Impact
- 0.00
Funders
- Indian National Science Academy