Frontiers of Mathematics in China >
Asymptotic analysis of a kernel estimator for parabolic stochastic partial differential equations driven by fractional noises
Received date: 11 May 2016
Accepted date: 16 Sep 2017
Published date: 12 Jan 2018
Copyright
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.
Suxin WANG , Yiming JIANG . Asymptotic analysis of a kernel estimator for parabolic stochastic partial differential equations driven by fractional noises[J]. Frontiers of Mathematics in China, 2018 , 13(1) : 187 -201 . DOI: 10.1007/s11464-017-0665-9
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