Non-parametric estimation of non-linear diffusion coefficient in parabolic SPDEs

MaRDI QIDQ7193716arXivFDO

Authors Martin Andersson, B. Avelin, Valentin Garino, Pauliina Ilmonen, Lauri Viitasaari

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Nonparametric estimation (62G05)

arXiv classification

math.ST

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