Drift estimation for discretely sampled SPDEs
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s40072-019-00164-4.pdf
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4. Cheng, Z., Cialenco, I., Gong, R.: Bayesian estimations for diagonalizable bilinear SPDEs. In: Stochastic Processes and their Applications. (Forthcoming) (2019). https://doi.org/10.1016/j.spa.2019.03.020
5. Cialenco, I., Glatt-Holtz, N.: Parameter estimation for the stochastically perturbed Navier–Stokes equations. Stoch. Process. Appl. 121(4), 701–724 (2011)
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