Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation
The paper deals with a stochastic heat equation driven by an additive fractional Brownian space-only noise. We prove that a solution to this equation is a stationary and ergodic Gaussian process. These results enable us to construct a strongly consistent estimator of the diffusion parameter.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2020-09-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://www.vmsta.org/doi/10.15559/20-VMSTA162 |