Universiteit Utrecht

Department of Mathematics


Abstract

Minimax estimation of fractional derivatives
F.Enikeeva, 5 November, 2003

We consider a classical model of observations in the Gaussian white noise: $dx(t)=f(t)dt+\epsilon dw(t)$. The problem is to estimate fractional derivative of the order -1/2 of an unknown function $f$. This problem is closely related to the famous Wicksell problem of estimating the distribution function of radii of balls embedded in an opaque medium. In this talk, I will discuss about minimax approach to these problems.


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Igor Grubisic (grubisic@math.uu.nl)