Nonparametric Inference for a Class of Stochastic Partial Differential Equations II

Consider the stochastic partial differential equationdu(t,x) = (t)u(t, x)dt + dW_Q(t,x), 0 t Twhere = ₂/x₂, and is a class of positive valued functions. We obtain an estimator for the linear multiplier (t) and establish the consistency, rate of convergence and asymptotic normality of this estimator as 0.