Moderate deviation for parameter estimator in the stochastic parabolic equations with additive fractional Brownian motion

作者：Hui Jiang^*

来源：Stochastics and Dynamics, 2014, 14(3): 1450002.

DOI：10.1142/S0219493714500026

• Fractional Brownian motion
• moderate deviations
• stochastic parabolic equations

In this paper, we study the asymptotic behaviors of parameter estimator in a diagonalizable stochastic evolution equation driven by additive fractional Brownian motion with Hurst parameter H is an element of [1/2, 1). The moderate deviation for this estimator can be obtained.

• 出版日期2014-9
• 单位南京大学