Nonparametric Diffusivity Estimation for the Stochastic Heat Equation from Noisy Observations

MaRDI QIDQ6747022arXivFDO

Authors Gregor Pasemann, Markus Reiß

Publication date 2024

Published in arXiv

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Nonparametric estimation (62G05) Inference from spatial processes (62M30)

arXiv classification

math.ST

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