Asymptotic Analysis of a Kernel Estimator for Parabolic SPDEs with Time-Dependent Coefficients
نویسندگان
چکیده
In this paper we construct a kernel estimator of a time-varying coefficient of a strongly elliptic partial differential operator in a stochastic parablic equation. The equation is assumed diagonalizable, that is, all the operators have a common system of eigenfunctions. The meansquare convergence of the estimator is established. The rate of convergence is determined both by the smoothness of the true coefficient and the asymptotics of the eigenvalues of the operators in the equation.
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تاریخ انتشار 2001