I. A. Ibragimov, “An Estimation Problem for Quasilinear Stochastic Partial Differential Equations”, Probl. Peredachi Inf., 39:1 (2003), 58–87; Problems Inform. Transmission, 39:1 (2003), 51

Problemy Peredachi Informatsii

RUS ENG

JOURNALS PEOPLE ORGANISATIONS CONFERENCES SEMINARS VIDEO LIBRARY PACKAGE AMSBIB

JavaScript is disabled in your browser. Please switch it on to enable full functionality of the website

	General information
	Latest issue
	Archive
	Impact factor
	Guidelines for authors

	Search papers
	Search references

	RSS
	Latest issue
	Current issues
	Archive issues
	What is RSS

Probl. Peredachi Inf.:
Year:
Volume:
Issue:
Page:
	Find

Personal entry:
Login:
Password:
	Save password
	Enter
	Forgotten password?
	Register

Problemy Peredachi Informatsii, 2003, Volume 39, Issue 1, Pages 58–87 (Mi ppi158)

This article is cited in 1 scientific paper (total in 2 paper)

An Estimation Problem for Quasilinear Stochastic Partial Differential Equations

I. A. Ibragimov

Full-text PDF (2136 kB) Citations (2)

References:

PDF

HTML

Abstract: A problem of estimating a functional parameter

θ (x)

$\theta(x)$ and functionals

Φ (θ)

$\Phi(\theta)$ based on observation of a solution

u_{ε} (t, x)

$u_\varepsilon(t,x)$ of the stochastic partial differential equation

d u_{ε} (t) = \sum_{| k | \leq 2 p} a_{k} D_{x}^{k} u_{ε} d t + θ (x) g (u_{ε}, t, x) + ε d w (t)

$du_\varepsilon(t)=\sum_{|k|\leq 2p}a_kD^k_xu_\varepsilon\,dt+\theta(x)g(u_\varepsilon,t,x) +\varepsilon\,dw(t)$
is considered. The asymptotic problem setting, as the noise intensity

ε \to 0

$\varepsilon\to0$ , is investigated.

English version:
Problems of Information Transmission, 2003, Volume 39, Issue 1, Pages 51–77
DOI: https://doi.org/10.1023/A:1023630515274

Bibliographic databases:

UDC: 621.391.1:519.2

Language: Russian

Citation: I. A. Ibragimov, “An Estimation Problem for Quasilinear Stochastic Partial Differential Equations”, Probl. Peredachi Inf., 39:1 (2003), 58–87; Problems Inform. Transmission, 39:1 (2003), 51–77

Citation in format AMSBIB

\Bibitem{Ibr03}

\by I.~A.~Ibragimov

\paper An Estimation Problem for Quasilinear Stochastic Partial Differential

Equations

\jour Probl. Peredachi Inf.

\yr 2003

\vol 39

\issue 1

\pages 58--87

\mathnet{http://mi.mathnet.ru/ppi158}

\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2101666}

\zmath{https://zbmath.org/?q=an:1071.62072}

\transl

\jour Problems Inform. Transmission

\yr 2003

\vol 39

\issue 1

\pages 51--77

\crossref{https://doi.org/10.1023/A:1023630515274}

Linking options:

https://www.mathnet.ru/eng/ppi158

https://www.mathnet.ru/eng/ppi/v39/i1/p58

This publication is cited in the following 2 articles:

A. A. Borovkov, Al. V. Bulinski, A. M. Vershik, D. Zaporozhets, A. S. Holevo, A. N. Shiryaev, “Ildar Abdullovich Ibragimov (on his ninetieth birthday)”, Russian Math. Surveys, 78:3 (2023), 573–583
F Mesa, D M Devia, R Ospina, “Estimation of the parameters of the particular solution of a partial differential equation through Cramer Rao”, J. Phys.: Conf. Ser., 1671:1 (2020), 012014

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

Statistics & downloads:
Abstract page:	463
Full-text PDF :	153
References:	90
First page:	2

Что такое QR-код?

Registration to the website

Logotypes