Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation
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Publisher
VTeX
Subject
Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability
Reference40 articles.
1. White noise driven parabolic SPDEs with measurable drift;J. Funct. Anal.,1994
2. Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
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