Abstract
The purpose of this paper is to study the identification problem of a spatially varying discontinuous parameter in stochastic diffusion equation.
In order to show the consistency property of M. L. E. for a discontinuous diffusion coefficient, we use the method of sieves, i. e., first the admissible class of unknown parameters is projected into a finite-dimensional space and next the convergence of the derived finite-dimensional M. L. E. to the infinite-dimensional M. L. E. is justified under some conditions.