Asymptotic analysis of a kernel estimator for parabolic stochastic partial differential equations driven by fractional noises

doi:10.1007/s11464-017-0665-9

Front. Math. China

2018, Vol. 13

Issue (1) : 187-201 https://doi.org/10.1007/s11464-017-0665-9

RESEARCH ARTICLE

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

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Abstract

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.

Keywords Fractional white noise elliptic partial differential operator kernel estimator

Corresponding Author(s): Yiming JIANG

Issue Date: 12 January 2018

Cite this article:

Suxin WANG,Yiming JIANG. Asymptotic analysis of a kernel estimator for parabolic stochastic partial differential equations driven by fractional noises[J]. Front. Math. China, 2018, 13(1): 187-201.

URL:

https://academic.hep.com.cn/fmc/EN/10.1007/s11464-017-0665-9
https://academic.hep.com.cn/fmc/EN/Y2018/V13/I1/187

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