Nonparametric calibration for stochastic reaction-diffusion equations
based on discrete observations

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Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations

26 February 2021

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Papers citing "Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations"

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Title
Estimation for the reaction term in semi-linear SPDEs under small diffusivity Sascha Gaudlitz M. Reiß 47 18 0 20 Mar 2022
Parameter Estimation in an SPDE Model for Cell Repolarisation R. Altmeyer T. Bretschneider Josef Janák M. Reiß 34 30 0 13 Oct 2020
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
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
Parameter Estimation for the Stochastically Perturbed Navier-Stokes Equations Igor Cialenco N. Glatt-Holtz 132 47 0 10 Jun 2010