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Latest revision as of 15:37, 30 July 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

    Statements

    title
    A note on parameter estimation for discretely sampled SPDEs (English)
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    author
    Igor Cialenco
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    Yicong Huang
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    publication date
    26 June 2020
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    Mathematics Subject Classification ID
    60H15
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    35Q30
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    65L09
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    zbMATH DE Number
    7215225
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    zbMATH Keywords
    \(p\)-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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    arXiv ID
    1710.01649
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    cites work
    Q3425601
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    Q5166655
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    Q3747436
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    OpenAlex ID
    W2971239531
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    Wikidata QID
    Q127324258
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