PreprintCC BY 4.0arXiv
Parametric estimation for stochastic wave equations driven by an infinite dimensional fractional Brownian motion
Abstract
We study the problem of estimation of the parameter in a stochastic wave equation driven by an infinite dimensional fractional Brownian motion.
Related
- Exact temporal variations and parameter estimation for space--time fractional stochastic heat equations driven by multiplicative noise
- High-order fractional linear differential equations do not describe stochastic processes with finite state space
- Euler Scheme for Stochastic Functional Differential Equations Driven by Fractional Brownian Motion via Fractional Calculus Techniques
- Stochastic fractional diffusion equations with spatial Gaussian noise in the Stratonovich regime
- Weyl Pseudo Almost Periodic Type Solutions to Semilinear Stochastic Evolution Equations Driven by Fractional Brownian Motion
BibTeX
@misc{rao2026parametric,
title = {{Parametric estimation for stochastic wave equations driven by an infinite dimensional fractional Brownian motion}},
author = {B. L. S. Prakasa Rao},
howpublished = {arXiv},
year = {2026},
month = sep,
doi = {10.48550/arxiv.2609.03286},
eprint = {2609.03286},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2609.03286},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - Parametric estimation for stochastic wave equations driven by an infinite dimensional fractional Brownian motion
AU - B. L. S. Prakasa Rao
PY - 2026
DA - 2026/09/03
PB - arXiv
DO - 10.48550/arxiv.2609.03286
UR - https://arxiv.org/abs/2609.03286
AB - We study the problem of estimation of the parameter in a stochastic wave equation driven by an infinite dimensional fractional Brownian motion.
ER -