Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation (Q5153151)
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scientific article; zbMATH DE number 7402594
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation |
scientific article; zbMATH DE number 7402594 |
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Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation (English)
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29 September 2021
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stochastic partial differential equation
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fractional Brownian motion
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strong consistency
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asymptotic normality
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