Optimal parameter estimation for linear SPDEs from multiple measurements

4 November 2022

Papers citing "Optimal parameter estimation for linear SPDEs from multiple measurements"

8 / 8 papers shown

Title
Nonparametric Diffusivity Estimation for the Stochastic Heat Equation from Noisy Observations Gregor Pasemann Markus Reiß 19 1 0 01 Oct 2024
Multivariate change estimation for a stochastic heat equation from local measurements Anton Tiepner Lukas Trottner 20 1 0 23 Sep 2024
Parameter estimation in hyperbolic linear SPDEs from multiple measurements Anton Tiepner Eric Ziebell 29 0 0 18 Jul 2024
Small diffusivity asymptotics for a linear parabolic SPDE in two space dimensions Yozo Tonaki Yusuke Kaino Masayuki Uchida 33 3 0 03 Apr 2024
Nonparametric velocity estimation in stochastic convection-diffusion equations from multiple local measurements Claudia Strauch Anton Tiepner 21 3 0 13 Feb 2024
Change point estimation for a stochastic heat equation M. Reiß C. Strauch Lukas Trottner 14 4 0 20 Jul 2023
Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity Sascha Gaudlitz 27 0 0 11 Jul 2023
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data Yozo Tonaki Yusuke Kaino Masayuki Uchida 31 15 0 22 Jan 2022