Parameter estimations for linear parabolic fractional SPDEs with jumps
DOI:
https://doi.org/10.24193/subbmath.2019.2.12Keywords:
Parameter estimation, SPDE, cylindrical fractional Brownian motion, cylindrical Poisson process.Abstract
We give an unbiased and consistent estimator for the drift coefficient of a linear parabolic stochastic partial differential equation driven by a multiplicative cylindrical fractional Brownian motion with Hurst index 1/2 < h < 1 and a cylindrical centered Poisson process, if the observations of the solution process are given in discrete time points. The presented method is based on mean square estimations.
Mathematics Subject Classification (2010): 60H15, 62F12, 60G22.
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