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Statistical inference for stochastic hyperbolic equations

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Title	Statistical inference for stochastic hyperbolic equations
Author	Liu, Wei
Author email	liu5@usc.edu; wlcrystal@gmail.com
Degree	Doctor of Philosophy
Document type	Dissertation
Degree program	Mathematics
School	College of Letters, Arts and Sciences
Date defended/completed	2010-12
Date submitted	2010
Restricted until	Unrestricted
Date published	2010-11-16
Advisor (committee chair)	Lototsky, Sergey V.
Advisor (committee member)	Kukavica, Igor Cheng, Hsiao
Abstract	A parameter estimation problem is considered for a stochastic wave equation and a linear stochastic hyperbolic driven by additive space-time Gaussian white noise. The damping/amplification operator is allowed to be unbounded. The estimator is of spectral type and utilizes a finite number of the spatial Fourier coefficients of the solution. The asymptotic properties of the estimators are studied as the number of the Fourier coefficients increases, while the observation time and noise intensity are fixed.
Keyword	maximum likelihood estimators; ordinary differential equation; partial differential equation; diffusion process
Language	English
Part of collection	University of Southern California dissertations and theses
Publisher (of the original version)	University of Southern California
Place of publication (of the original version)	Los Angeles, California
Publisher (of the digital version)	University of Southern California. Libraries
Provenance	Electronically uploaded by the author
Type	texts
Legacy record ID	usctheses-m3530
Contributing entity	University of Southern California
Rights	Liu, Wei
Repository name	Libraries, University of Southern California
Repository address	Los Angeles, California
Repository email	cisadmin@dots.usc.edu
Filename	etd-Liu-4174
Archival file	uscthesesreloadpub_Volume29/etd-Liu-4174.pdf

Title	Page 1
Contributing entity	University of Southern California
Repository email	cisadmin@dots.usc.edu
Full text	STATISTICAL INFERENCE FOR STOCHASTIC HYPERBOLIC EQUATIONS by Wei Liu A Dissertation Presented to the FACULTY OF THE USC GRADUATE SCHOOL UNIVERSITY OF SOUTHERN CALIFORNIA In Partial Fulfillment of the Requirements for the Degree DOCTOR OF PHILOSOPHY (APPLIED MATHEMATICS) December 2010 Copyright 2010 Wei Liu

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Statistical inference for stochastic hyperbolic equations

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Statistical inference for stochastic hyperbolic equations

Statistical inference for stochastic hyperbolic equations