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