World Scientific Publishing, Mathematical Models and Methods in Applied Sciences, 01(29), p. 1-29, 2019
DOI: 10.1142/s0218202519500015
Full text: Unavailable
In this paper, we study the parameter estimation of interacting particle systems subject to the Newtonian aggregation and Brownian diffusion. Specifically, we construct an estimator [Formula: see text] with partial observed data to approximate the diffusion parameter [Formula: see text], and the estimation error is achieved. Furthermore, we extend this result to general aggregation equations with a bounded Lipschitz interaction field.