Estimation of the drift parameter for the fractional stochastic heat equation via power variation (Q2178923)
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scientific article; zbMATH DE number 7198977
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| English | Estimation of the drift parameter for the fractional stochastic heat equation via power variation |
scientific article; zbMATH DE number 7198977 |
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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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0.8596325516700745
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0.8519409894943237
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0.8397312760353088
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0.8374337553977966
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0.818096935749054
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