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Hypothesis Testing For The Parameter In One Class Of Nonlinear Stochastic Partial Diffenrential Equations

Posted on:2019-06-13Degree:MasterType:Thesis
Country:ChinaCandidate:X Y WuFull Text:PDF
GTID:2370330545976714Subject:Applied Statistics
Abstract/Summary:PDF Full Text Request
Hypothesis testing problem H0:θ=θ0,H1:θ=θ1 is studied for the parameter 0 in the following stochastic partial differential equation defined on(0,π)dU(t,x)+θ(-Δ)U(t,x)dt=sin U(t,x)dt+σdW(t,x),x∈(0,π),U(t,0)=U(t,π)=0,U(0,x)=u0(x)where Δ=(?)2x,W(t,x)is a H=L2(0,π)-valued Q-Wiener process and σ is the noise intensity.We first derive the finite dimensianl Log-Likelihood Ration of θ from N-dimensional approximation on H.For a pre-specified significance level α,we con-struct the rejection region (?) with respect to time T and the rejection region (?) with respectto N.And,we further prove the rejection region is asymptotic,that is,(?) and lim (?) with N and T fixed respectively.
Keywords/Search Tags:Nonlinear stochastic partial differential equations, Hypothesis testing, Asymptotic rejection region
PDF Full Text Request
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