Maximum Likelihood Estimation In A Stochastic Burgers Equation

This paper discusses parameter estimation of a stochastic partial differential equations (SPDEs), du(t,x)=(Au+θu-uux)dt+dW(t,x) u(0)=u0 u(t,0)= u(t,π) where A is a-(?)xx operators with periodic boundary condition, W is a Q-Wiener process and θ is an unknown parameter. In general, stochastic partial differential equation is extensive in the financial field.This paper is composed of two parts. In the first chapter, we introduce the historical background of problems which will be investigated and the main results of this paper. In the second chapter, we introduce the MLEs of stochastic partial differential equation.