Small dispersion asymptotics for an SPDE in two space dimensions using triple increments

5 August 2024

Papers citing "Small dispersion asymptotics for an SPDE in two space dimensions using triple increments"

14 / 14 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 43 2 0 01 Jul 2024
Parameter estimation for second-order SPDEs in multiple space dimensions Patrick Bossert 100 4 0 27 Oct 2023
Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities M. Bibinger Patrick Bossert 37 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 50 7 0 21 Jun 2022
Estimation for the reaction term in semi-linear SPDEs under small diffusivity Sascha Gaudlitz M. Reiß 47 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 63 15 0 22 Jan 2022
Parameter Estimation in an SPDE Model for Cell Repolarisation R. Altmeyer T. Bretschneider Josef Janák M. Reiß 24 30 0 13 Oct 2020
On generating fully discrete samples of the stochastic heat equation on an interval F. Hildebrandt 18 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 32 36 0 24 Apr 2019
High-frequency analysis of parabolic stochastic PDEs Carsten H. Chong 49 52 0 18 Jun 2018
Volatility estimation for stochastic PDEs using high-frequency observations M. Bibinger Mathias Trabs 32 56 0 10 Oct 2017
Trajectory Fitting Estimators for SPDEs Driven by Additive Noise Igor Cialenco Ruoting Gong Yicong Huang 108 16 0 17 Jul 2016
Parameter Estimation for the Stochastically Perturbed Navier-Stokes Equations Igor Cialenco N. Glatt-Holtz 123 47 0 10 Jun 2010