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

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

Yozo Tonaki
Yusuke Kaino
Masayuki Uchida
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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
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
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
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
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
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
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
Parameter Estimation in an SPDE Model for Cell Repolarisation
R. Altmeyer
T. Bretschneider
Josef Janák
M. Reiß
26
30
0
13 Oct 2020
On generating fully discrete samples of the stochastic heat equation on an interval
On generating fully discrete samples of the stochastic heat equation on an interval
F. Hildebrandt
20
10
0
10 Jan 2020
Parameter estimation for SPDEs based on discrete observations in time and space
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
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
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
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
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
Parameter Estimation for the Stochastically Perturbed Navier-Stokes Equations
Igor Cialenco
N. Glatt-Holtz
123
47
0
10 Jun 2010