A note on parameter estimation for discretely sampled SPDEs (Q5114813): Difference between revisions

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Revision as of 18:51, 5 March 2024

scientific article; zbMATH DE number 7215225
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English
A note on parameter estimation for discretely sampled SPDEs
scientific article; zbMATH DE number 7215225

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    A note on parameter estimation for discretely sampled SPDEs (English)
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    26 June 2020
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    \(p\)-variation
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    power variation
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    statistics for SPDEs
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    discrete sampling
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    stochastic heat equation
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    inverse problems for SPDEs
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    Malliavin calculus
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