We study the properties of a stochastic heat equation with a generalized mixed fractional Brownian noise. We obtain the covariance structure, stationarity and obtain bounds for the asymptotic behaviour of the solution. We suggest estimators for the unknown parameters based on discrete time observations and study their asymptotic properties.
翻译:本文研究带有广义混合分数布朗噪声的随机热方程的性质。我们推导了协方差结构和平稳性,并获得了解的渐近行为界。基于离散时间观测,我们提出了未知参数的估计量,并研究了其渐近性质。