Asymptotic analysis of a kernel estimator for parabolic stochastic partial differential equations driven by fractional noises
Suxin WANG1, Yiming JIANG2()
1. College of Sciences, Civil Aviation University of China, Tianjin 300300, China 2. School of Mathematical Sciences and LPMC, Nankai University, Tianjin 300071, China
We study a strongly elliptic partial differential operator with timevarying coefficient in a parabolic diagonalizable stochastic equation driven by fractional noises. Based on the existence and uniqueness of the solution, we then obtain a kernel estimator of time-varying coefficient and the convergence rates. An example is given to illustrate the theorem.
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