Statistical inference for stochastic parabolic equations: a spectral approach
Author:
Publisher
Universitat Autonoma de Barcelona
Subject
General Mathematics
Cited by 21 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise;Statistical Inference for Stochastic Processes;2023-11-21
2. Nonparametric calibration for stochastic reaction–diffusion equations based on discrete observations;Stochastic Processes and their Applications;2023-08
3. Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data;Scandinavian Journal of Statistics;2023-06-07
4. Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise;Stochastics and Dynamics;2022-04-29
5. Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation;SIAM/ASA Journal on Uncertainty Quantification;2022-01-10
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