Geodesic
On an estimation of the trend parameter of a stochastic diffusion equation
Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 2, pp. 393-396 Cet article a éte moissonné depuis la source Math-Net.Ru

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In this note, the stochastic diffusion equation $$ d\xi(t)=[a(\xi(t))+\theta b(\xi(t))]\,dt+\sigma(\xi(t))\,dw(t) $$ is considered and the maximum likelihood estimate $\theta_T^*$ of the parameter $\theta$ is investigated. 
@article{TVP_1975_20_2_a13,
     author = {G. L. Kulinich},
     title = {On an estimation of the trend parameter of a~stochastic diffusion equation},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {393--396},
     year = {1975},
     volume = {20},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a13/}
}
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G. L. Kulinich. On an estimation of the trend parameter of a stochastic diffusion equation. Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 2, pp. 393-396. http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a13/