Adaptive estimator for a parabolic linear SPDE with a small noise

12 August 2020

Papers citing "Adaptive estimator for a parabolic linear SPDE with a small noise"

5 / 5 papers shown

Title
On generating fully discrete samples of the stochastic heat equation on an interval F. Hildebrandt 26 10 0 10 Jan 2020
Parameter estimation for SPDEs based on discrete observations in time and space F. Hildebrandt Mathias Trabs 39 40 0 02 Oct 2019
Drift Estimation for Discretely Sampled SPDEs Igor Cialenco Francisco Delgado-Vences Hyun-Jung Kim 37 36 0 24 Apr 2019
High-frequency analysis of parabolic stochastic PDEs Carsten H. Chong 63 52 0 18 Jun 2018
Volatility estimation for stochastic PDEs using high-frequency observations M. Bibinger Mathias Trabs 41 56 0 10 Oct 2017