9509000 Huebner Abstract This project involves research in the development of statistical methods for stochastic partial differential equations. Two main problems are to be investigated. The first concerns the estimation of parameters occurring in hyperbolic stochastic partial differential equations, while the second concerns the construction of estimators for discretized versions of the equations with nonconstant parameters. The results of this project can be applied to areas such as economics, oceanography, physical chemistry, and engineering, where stochastic differential equations often represent complex physical systems with random perturbations. The parameters to be estimated play a critical role in the design of technological devices and are often not known with adequate accuracy. It is desirable to optimize the performance of such devices--both from the standpoint of economy and ecology--for a better utilization of resources.

Agency
National Science Foundation (NSF)
Institute
Division of Mathematical Sciences (DMS)
Type
Standard Grant (Standard)
Application #
9509000
Program Officer
Keith Crank
Project Start
Project End
Budget Start
1995-09-01
Budget End
1997-02-28
Support Year
Fiscal Year
1995
Total Cost
$17,849
Indirect Cost
Name
Michigan State University
Department
Type
DUNS #
City
East Lansing
State
MI
Country
United States
Zip Code
48824