High-frequency analysis of parabolic stochastic PDEs

18 June 2018

Papers citing "High-frequency analysis of parabolic stochastic PDEs"

12 / 12 papers shown

Title
Estimation for the damping factor of the driving process of an SPDE in two space dimensions Yozo Tonaki Yusuke Kaino Masayuki Uchida 27 2 0 01 Jul 2024
Optimal parameter estimation for linear SPDEs from multiple measurements R. Altmeyer Anton Tiepner Martin Wahl 19 9 0 04 Nov 2022
Parametric estimation of stochastic differential equations via online gradient descent Shogo H. Nakakita 26 3 0 17 Oct 2022
Rate-optimal estimation of mixed semimartingales Carsten H. Chong T. Delerue Fabian Mies 18 5 0 21 Jul 2022
Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities M. Bibinger Patrick Bossert 11 6 0 01 Jul 2022
Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise Yozo Tonaki Yusuke Kaino Masayuki Uchida 23 7 0 21 Jun 2022
Estimation for the reaction term in semi-linear SPDEs under small diffusivity Sascha Gaudlitz M. Reiß 14 18 0 20 Mar 2022
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data Yozo Tonaki Yusuke Kaino Masayuki Uchida 37 15 0 22 Jan 2022
Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise Igor Cialenco Hyun-Jung Kim 6 12 0 19 Mar 2020
Parameter estimation for SPDEs based on discrete observations in time and space F. Hildebrandt Mathias Trabs 14 40 0 02 Oct 2019
High-frequency analysis of parabolic stochastic PDEs with multiplicative noise: Part I Carsten H. Chong 16 12 0 12 Aug 2019
A note on parameter estimation for discretely sampled SPDEs Igor Cialenco Yicong Huang 20 60 0 04 Oct 2017