Estimation of the drift parameter for the fractional stochastic heat equation via power variation (Q2178923)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the drift parameter for the fractional stochastic heat equation via power variation |
scientific article |
Statements
Estimation of the drift parameter for the fractional stochastic heat equation via power variation (English)
0 references
12 May 2020
0 references
stochastic heat equation
0 references
fractional Brownian motion
0 references
fractional Laplacian
0 references
\(q\) variation
0 references
drift parameter estimation
0 references
