Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation (Q5117964)

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scientific article; zbMATH DE number 7240131
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    Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation
    scientific article; zbMATH DE number 7240131

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      Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation (English)
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      26 August 2020
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      quartic and quadratic variations
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      stochastic partial differential equations
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      special functions
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      estimation of parameters
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