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An Estimation Problem for Quasilinear Stochastic Partial Differential Equations

Authors:	Ibragimov I. A.

Abstract:	A problem of estimating a functional parameter (x) and functionals () based on observation of a solution u (t, x) of the stochastic partial differential equation $du_\varepsilon (t)= \sum\limits_{\|k\| \leqslant 2p} a_k D_x^k u_\varepsilon dt+ \theta (x)g(u_\varepsilon,t,x)+\varepsilon dw(t)$ is considered. The asymptotic problem setting, as the noise intensity 0, is investigated.

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