Simogin A. Nonasymptotic methods of parameters estimation in differential systems, which are subject to random actions

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0404U002726

Thesis Registration Form

0404U002726.pdf

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

29-06-2004

Specialized Academic Board

Д 26.206.02

The Institute of Mathematics of NASU

Essay

The dissertation is devoted to studying of estimations of the maximal likelihood (quasi-likelihood) parameters of the differential systems indignant of casual influences. Sufficient conditions of convergence of decisions of a stochastic differential partial equation indignant stationary in narrow sense of stochastic process, to corresponding equation Ito are found. Are received exponential inequalities for probability of the big evasion of an estimation of the maximal likelihood from true value of the parameter which is included in stochastic differential system with small Gaussian’s by noise.

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