Parameter estimation in hyperbolic linear SPDEs from multiple measurements

DOI10.1016/J.SPA.2025.104768MaRDI QIDQ6910585zbMATH OpenFDO

Authors Anton Tiepner, Eric Ziebell

Publication date 29 October 2025

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2025.104768

zbMATH Keywords

parameter estimationcentral limit theoremlocal measurementshyperbolic linear stochastic PDEsecond-order stochastic Cauchy problem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Central limit and other weak theorems (60F05) PDEs with randomness, stochastic partial differential equations (35R60)

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